+53.1%
MMM vs VIVK
-100.0%
+153.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.4% |
| 7D | -2.1% | -4.4% | +2.2% | -2.1% |
| 30D | -9.8% | -40.8% | +31.0% | -9.5% |
| 3M | +4.9% | -94.1% | +99.1% | +6.6% |
| 6M | +7.3% | -98.2% | +105.5% | +9.4% |
| YTD | +4.5% | -98.0% | +102.5% | +5.9% |
| 1Y | +5.4% | -100.0% | +105.3% | +9.3% |
| 3Y | +98.6% | -100.0% | +198.6% | +105.2% |
| 5Y | +27.4% | -100.0% | +127.4% | +31.6% |
| All | +53.1% | -100.0% | +153.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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