+77.9%
MNST vs VIVK
-100.0%
+177.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.7% |
| 7D | -3.6% | -7.9% | +4.3% | -3.6% |
| 30D | -6.3% | -42.0% | +35.7% | -6.3% |
| 3M | -5.0% | -92.5% | +87.5% | -5.1% |
| 6M | +13.1% | -98.0% | +111.1% | +12.9% |
| YTD | +11.8% | -97.9% | +109.7% | +11.5% |
| 1Y | +35.2% | -100.0% | +135.2% | +35.0% |
| 3Y | +52.0% | -100.0% | +152.0% | +50.8% |
| 5Y | +77.9% | -100.0% | +177.8% | +75.8% |
| All | +77.9% | -100.0% | +177.8% | +75.8% |
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 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