-10.8%
MDLN vs VIVK
-99.6%
+88.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | 0.0% |
| 7D | +3.7% | -1.4% | +5.1% | +3.7% |
| 30D | -0.2% | -43.6% | +43.4% | -0.2% |
| 3M | +6.2% | -95.1% | +101.3% | +4.7% |
| 6M | -14.7% | -98.2% | +83.5% | -15.6% |
| YTD | -12.9% | -97.9% | +85.0% | -11.3% |
| All | -10.8% | -99.6% | +88.9% | -13.4% |
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