+1,009.2%
MOD vs VIVK
-100.0%
+1,109.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +34.1% | -28.4% | +5.6% |
| 7D | -25.5% | -42.9% | +17.4% | -25.5% |
| 30D | -49.0% | -88.6% | +39.6% | -48.8% |
| 3M | -49.8% | -97.7% | +47.9% | -49.5% |
| 6M | -64.8% | -99.9% | +35.1% | -64.4% |
| YTD | -27.6% | -99.9% | +72.3% | -27.1% |
| 1Y | -35.2% | -100.0% | +64.8% | -34.4% |
| 3Y | +137.1% | -100.0% | +237.1% | +140.1% |
| 5Y | +760.3% | -100.0% | +860.3% | +771.4% |
| 10Y | +938.8% | -100.0% | +1,038.8% | +944.1% |
| All | +1,009.2% | -100.0% | +1,109.2% | +1,112.8% |
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