-11.6%
MLM vs VIK
+228.1%
-239.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.1% |
| 30D | -6.8% | -20.7% | +13.9% | -0.9% |
| 3M | -11.2% | -4.6% | -6.6% | -10.7% |
| 6M | -21.8% | +14.0% | -35.8% | -25.6% |
| YTD | -17.0% | +20.2% | -37.1% | -22.4% |
| 1Y | -16.4% | +36.0% | -52.4% | -24.6% |
| All | -11.6% | +228.1% | -239.8% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling