+67.3%
MNST vs VIVK
-100.0%
+167.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.5% | +9.4% | +1.9% |
| 7D | +1.6% | -57.7% | +59.3% | +1.0% |
| 30D | +5.1% | -87.3% | +92.3% | +4.0% |
| 3M | -0.5% | -98.9% | +98.4% | -2.5% |
| 6M | +8.1% | -100.0% | +108.1% | +5.1% |
| YTD | +21.2% | -100.0% | +121.2% | +18.2% |
| 1Y | +30.7% | -100.0% | +130.7% | +26.4% |
| 3Y | +67.3% | -100.0% | +167.3% | +62.1% |
| All | +67.3% | -100.0% | +167.3% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling