-20.7%
MDLN vs VIVK
-99.7%
+79.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -11.1% | -4.4% | -6.7% | -11.1% |
| 30D | -8.4% | -40.8% | +32.4% | -8.4% |
| 3M | -12.4% | -94.1% | +81.8% | -13.5% |
| 6M | -23.3% | -98.2% | +74.9% | -24.0% |
| YTD | -22.5% | -98.0% | +75.5% | -21.1% |
| All | -20.7% | -99.7% | +79.0% | -23.0% |
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