+97.0%
MMM vs VIK
+243.7%
-146.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.3% |
| 30D | +12.1% | +8.8% | +3.3% | +9.3% |
| 3M | +1.4% | -15.3% | +16.7% | +6.3% |
| 6M | +26.6% | +9.4% | +17.2% | +21.8% |
| YTD | +16.8% | +25.9% | -9.0% | +6.3% |
| 1Y | +10.1% | +51.0% | -40.9% | -6.1% |
| All | +97.0% | +243.7% | -146.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling