+74.0%
MMM vs VIK
+221.3%
-147.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -10.7% | -17.3% | +6.6% | -5.6% |
| 3M | +4.3% | -5.1% | +9.3% | +5.4% |
| 6M | +5.9% | +16.2% | -10.3% | -0.4% |
| YTD | +3.2% | +17.6% | -14.5% | -3.9% |
| 1Y | +8.0% | +33.5% | -25.5% | -4.1% |
| All | +74.0% | +221.3% | -147.3% | +23.4% |
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