+102.3%
MMM vs VIK
+236.8%
-134.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +7.0% | +2.6% | +4.4% | +6.2% |
| 30D | +18.4% | +7.9% | +10.5% | +15.7% |
| 3M | +4.5% | -15.2% | +19.6% | +9.4% |
| 6M | +33.4% | +6.5% | +26.9% | +29.5% |
| YTD | +20.0% | +23.3% | -3.4% | +9.9% |
| 1Y | +15.0% | +47.7% | -32.7% | -1.2% |
| All | +102.3% | +236.8% | -134.5% | +41.2% |
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