-4.8%
MDB vs VIVK
-100.0%
+95.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +5.8% | -1.4% |
| 7D | +6.8% | -57.7% | +64.5% | +9.5% |
| 30D | -6.2% | -87.3% | +81.1% | -1.2% |
| 3M | -29.2% | -98.9% | +69.7% | -20.3% |
| 6M | +10.3% | -100.0% | +110.2% | +39.6% |
| YTD | -20.4% | -100.0% | +79.6% | +1.9% |
| 1Y | -4.8% | -100.0% | +95.2% | +16.1% |
| All | -4.8% | -100.0% | +95.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling