+26.1%
MMM vs VIVK
-100.0%
+126.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.5% | -1.8% |
| 7D | -2.6% | -7.9% | +5.3% | -2.5% |
| 30D | -9.3% | -42.0% | +32.7% | -8.8% |
| 3M | +5.6% | -92.5% | +98.1% | +7.4% |
| 6M | +9.5% | -98.0% | +107.5% | +12.0% |
| YTD | +4.1% | -97.9% | +102.0% | +5.8% |
| 1Y | +9.4% | -100.0% | +109.3% | +15.4% |
| 3Y | +101.0% | -100.0% | +201.0% | +109.9% |
| 5Y | +26.1% | -100.0% | +126.1% | +31.0% |
| All | +26.1% | -100.0% | +126.1% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling