-9.1%
MDB vs VIVK
-100.0%
+90.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +0.8% |
| 7D | -4.5% | -7.9% | +3.4% | -4.4% |
| 30D | -14.0% | -42.0% | +28.0% | -13.2% |
| 3M | +5.3% | -92.5% | +97.8% | +10.1% |
| 6M | +31.9% | -98.0% | +129.9% | +41.0% |
| YTD | -14.6% | -97.9% | +83.3% | -8.5% |
| 1Y | +8.2% | -100.0% | +108.2% | +15.4% |
| All | -9.1% | -100.0% | +90.9% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling