+3,282.5%
MNST vs VIVK
-100.0%
+3,382.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -22.8% | +22.1% | -0.7% |
| 7D | -3.9% | -56.0% | +52.1% | -3.9% |
| 30D | +3.9% | -92.3% | +96.2% | +3.8% |
| 3M | -0.8% | -98.6% | +97.8% | -1.0% |
| 6M | +5.1% | -99.9% | +105.0% | +4.8% |
| YTD | +18.3% | -100.0% | +118.2% | +18.0% |
| 1Y | +29.5% | -100.0% | +129.5% | +29.0% |
| 3Y | +64.0% | -100.0% | +164.0% | +63.5% |
| 5Y | +97.2% | -100.0% | +197.2% | +96.5% |
| 10Y | +328.4% | -100.0% | +428.4% | +329.5% |
| All | +3,282.5% | -100.0% | +3,382.5% | +3,592.3% |
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