-10.1%
MDB vs VIVK
-100.0%
+89.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.7% |
| 7D | +11.6% | -38.6% | +50.2% | +12.2% |
| 30D | -8.9% | -87.7% | +78.8% | -6.1% |
| 3M | -22.4% | -98.9% | +76.5% | -17.2% |
| 6M | +10.1% | -100.0% | +110.0% | +24.4% |
| YTD | -19.0% | -100.0% | +80.9% | -8.1% |
| 1Y | -7.0% | -100.0% | +93.0% | +4.4% |
| All | -10.1% | -100.0% | +89.9% | -1.8% |
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