-21.0%
MDLN vs VIVK
-99.6%
+78.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -4.9% |
| 7D | -11.5% | -9.5% | -2.0% | -11.5% |
| 30D | -7.6% | -35.1% | +27.6% | -7.6% |
| 3M | -11.4% | -93.4% | +82.0% | -12.5% |
| 6M | -24.5% | -98.0% | +73.5% | -25.1% |
| YTD | -22.9% | -97.9% | +75.0% | -21.5% |
| All | -21.0% | -99.6% | +78.6% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling