+3,299.7%
MNST vs VIVK
-100.0%
+3,399.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +9.9% | +0.4% |
| 7D | -4.7% | -38.6% | +33.9% | -4.7% |
| 30D | +5.2% | -87.7% | +92.9% | +5.1% |
| 3M | -0.9% | -98.9% | +98.0% | -1.1% |
| 6M | +6.1% | -100.0% | +106.1% | +5.8% |
| YTD | +18.9% | -100.0% | +118.8% | +18.6% |
| 1Y | +29.3% | -100.0% | +129.3% | +28.9% |
| 3Y | +64.9% | -100.0% | +164.9% | +64.3% |
| 5Y | +98.0% | -100.0% | +198.0% | +97.3% |
| 10Y | +334.8% | -100.0% | +434.8% | +335.8% |
| All | +3,299.7% | -100.0% | +3,399.7% | +3,610.5% |
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