+265.4%
MDT vs VIVK
-100.0%
+365.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.5% |
| 7D | -0.3% | -7.9% | +7.6% | -0.3% |
| 30D | +2.8% | -42.0% | +44.7% | +2.8% |
| 3M | +13.1% | -92.5% | +105.6% | +13.1% |
| 6M | +2.3% | -98.0% | +100.3% | +2.4% |
| YTD | -2.7% | -97.9% | +95.2% | -2.7% |
| 1Y | +0.9% | -100.0% | +100.8% | +1.0% |
| 3Y | +26.8% | -100.0% | +126.8% | +26.9% |
| 5Y | -19.5% | -100.0% | +80.5% | -19.4% |
| 10Y | +40.6% | -100.0% | +140.6% | +41.0% |
| All | +265.4% | -100.0% | +365.4% | +274.0% |
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 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