-11.8%
MLM vs VIK
+243.7%
-255.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.6% |
| 30D | +9.0% | +8.8% | +0.2% | +6.5% |
| 3M | -5.6% | -15.3% | +9.7% | -1.6% |
| 6M | -10.7% | +9.4% | -20.1% | -13.7% |
| YTD | -17.2% | +25.9% | -43.0% | -23.7% |
| 1Y | -14.2% | +51.0% | -65.2% | -25.0% |
| All | -11.8% | +243.7% | -255.5% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling