+22.9%
MDT vs VIK
+236.8%
-213.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | +0.4% | +3.6% | -3.2% | 0.0% |
| 30D | +6.0% | -16.7% | +22.7% | +7.9% |
| 3M | +15.5% | -1.1% | +16.6% | +15.1% |
| 6M | +3.4% | +27.8% | -24.4% | -0.3% |
| YTD | -2.2% | +23.3% | -25.5% | -5.5% |
| 1Y | +2.6% | +38.2% | -35.6% | -2.4% |
| All | +22.9% | +236.8% | -213.9% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling