+399.4%
MET vs VIVK
-100.0%
+499.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.8% | -2.2% |
| 7D | +1.1% | +13.1% | -11.9% | +1.1% |
| 30D | -2.3% | -29.7% | +27.3% | -2.3% |
| 3M | +13.9% | -93.0% | +106.8% | +14.0% |
| 6M | +34.8% | -98.0% | +132.8% | +35.0% |
| YTD | +23.5% | -97.8% | +121.3% | +23.7% |
| 1Y | +23.4% | -100.0% | +123.4% | +23.8% |
| 3Y | +64.9% | -100.0% | +164.9% | +65.3% |
| 5Y | +82.0% | -100.0% | +182.0% | +82.6% |
| 10Y | +244.4% | -100.0% | +344.4% | +245.4% |
| All | +399.4% | -100.0% | +499.4% | +431.1% |
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