+1,520.5%
MOD vs VIVK
-100.0%
+1,620.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.8% | -1.3% |
| 7D | +6.3% | +13.1% | -6.7% | +6.2% |
| 30D | -1.7% | -29.7% | +28.0% | -1.4% |
| 3M | -30.1% | -93.0% | +62.9% | -28.8% |
| 6M | +2.7% | -98.0% | +100.7% | +5.2% |
| YTD | +44.1% | -97.8% | +141.8% | +46.3% |
| 1Y | +38.7% | -100.0% | +138.7% | +45.7% |
| 3Y | +309.8% | -100.0% | +409.8% | +328.1% |
| 5Y | +1,569.7% | -100.0% | +1,669.7% | +1,644.9% |
| 10Y | +1,520.5% | -100.0% | +1,620.5% | +1,517.3% |
| All | +1,520.5% | -100.0% | +1,620.5% | +1,517.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling