+965.3%
MO vs VIVK
-100.0%
+1,065.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.4% |
| 7D | -2.4% | -7.9% | +5.5% | -2.4% |
| 30D | +3.6% | -42.0% | +45.5% | +3.6% |
| 3M | -3.7% | -92.5% | +88.8% | -3.6% |
| 6M | +4.5% | -98.0% | +102.5% | +4.7% |
| YTD | +21.5% | -97.9% | +119.4% | +21.7% |
| 1Y | +9.5% | -100.0% | +109.5% | +9.9% |
| 3Y | +93.6% | -100.0% | +193.6% | +94.2% |
| 5Y | +97.5% | -100.0% | +197.5% | +98.1% |
| 10Y | +111.2% | -100.0% | +211.2% | +110.9% |
| All | +965.3% | -100.0% | +1,065.3% | +963.3% |
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