+99.0%
MMM vs VIK
+239.9%
-140.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.8% |
| 30D | +14.4% | +8.2% | +6.2% | +11.7% |
| 3M | +1.8% | -14.7% | +16.5% | +6.4% |
| 6M | +31.3% | +10.3% | +21.0% | +26.0% |
| YTD | +18.0% | +24.5% | -6.5% | +7.8% |
| 1Y | +10.9% | +45.7% | -34.9% | -4.3% |
| All | +99.0% | +239.9% | -140.9% | +38.4% |
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 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