+21.0%
MDT vs VIK
+225.1%
-204.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | +0.2% | -18.4% | +18.6% | +2.2% |
| 3M | +14.3% | -8.8% | +23.0% | +14.9% |
| 6M | +4.0% | +17.1% | -13.1% | +1.2% |
| YTD | -3.7% | +19.0% | -22.7% | -6.6% |
| 1Y | -0.4% | +30.1% | -30.5% | -4.6% |
| All | +21.0% | +225.1% | -204.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling