+368.0%
MMM vs VIVK
-100.0%
+468.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.5% | +0.2% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | -7.0% | -43.6% | +36.6% | -7.0% |
| 3M | +10.8% | -95.1% | +105.9% | +11.0% |
| 6M | +5.8% | -98.2% | +104.0% | +6.0% |
| YTD | +6.8% | -97.9% | +104.7% | +6.9% |
| 1Y | +10.4% | -100.0% | +110.4% | +10.8% |
| 3Y | +104.7% | -100.0% | +204.7% | +105.3% |
| 5Y | +23.6% | -100.0% | +123.6% | +24.0% |
| 10Y | +54.1% | -100.0% | +154.1% | +54.4% |
| All | +368.0% | -100.0% | +468.0% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling