+248.4%
MNST vs VIVK
-100.0%
+348.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.7% |
| 7D | -3.6% | -7.9% | +4.3% | -3.5% |
| 30D | -6.3% | -42.0% | +35.7% | -6.1% |
| 3M | -5.0% | -92.5% | +87.5% | -4.4% |
| 6M | +13.1% | -98.0% | +111.1% | +14.1% |
| YTD | +11.8% | -97.9% | +109.7% | +12.4% |
| 1Y | +35.2% | -100.0% | +135.2% | +37.7% |
| 3Y | +52.0% | -100.0% | +152.0% | +54.1% |
| 5Y | +77.9% | -100.0% | +177.8% | +80.5% |
| 10Y | +248.4% | -100.0% | +348.4% | +230.8% |
| All | +248.4% | -100.0% | +348.4% | +230.8% |
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