+9.5%
MGY vs VIVK
-100.0%
+109.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -27.5% | +22.2% | -4.9% |
| 7D | -12.1% | -68.7% | +56.6% | -11.4% |
| 30D | -2.6% | -90.0% | +87.4% | -0.9% |
| 3M | -4.2% | -98.1% | +93.8% | -0.9% |
| 6M | -23.9% | -99.9% | +76.0% | -20.3% |
| YTD | +8.8% | -99.9% | +108.7% | +12.5% |
| 1Y | +9.5% | -100.0% | +109.5% | +28.3% |
| All | +9.5% | -100.0% | +109.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling