+3,169.1%
MNST vs VIVK
-100.0%
+3,269.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.3% | +11.7% | -0.6% |
| 7D | -6.5% | -1.4% | -5.1% | -6.5% |
| 30D | -7.2% | -43.6% | +36.4% | -7.2% |
| 3M | -1.0% | -95.1% | +94.1% | -1.1% |
| 6M | +11.5% | -98.2% | +109.7% | +11.4% |
| YTD | +14.3% | -97.9% | +112.2% | +14.2% |
| 1Y | +38.1% | -100.0% | +138.1% | +37.8% |
| 3Y | +55.0% | -100.0% | +155.0% | +54.7% |
| 5Y | +79.6% | -100.0% | +179.6% | +79.3% |
| 10Y | +241.8% | -100.0% | +341.8% | +243.3% |
| All | +3,169.1% | -100.0% | +3,269.1% | +3,474.2% |
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