+37.0%
MDT vs VIVK
-100.0%
+137.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.7% |
| 7D | -3.4% | -4.4% | +1.0% | -3.4% |
| 30D | +0.2% | -40.8% | +41.0% | +0.4% |
| 3M | +14.3% | -94.1% | +108.4% | +15.4% |
| 6M | +4.0% | -98.2% | +102.2% | +5.3% |
| YTD | -3.7% | -98.0% | +94.3% | -2.9% |
| 1Y | -0.4% | -100.0% | +99.6% | +2.1% |
| 3Y | +23.3% | -100.0% | +123.3% | +25.9% |
| 5Y | -18.9% | -100.0% | +81.1% | -17.2% |
| All | +37.0% | -100.0% | +137.0% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling