+453.7%
MP vs VIVK
-100.0%
+553.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.1% | +1.4% |
| 7D | +3.0% | +13.1% | -10.0% | +2.8% |
| 30D | +8.3% | -29.7% | +38.0% | +8.8% |
| 3M | -3.8% | -93.0% | +89.1% | -0.8% |
| 6M | -4.9% | -98.0% | +93.1% | -0.6% |
| YTD | +9.6% | -97.8% | +107.4% | +13.5% |
| 1Y | -11.7% | -100.0% | +88.2% | -2.8% |
| 3Y | +158.5% | -100.0% | +258.5% | +180.7% |
| 5Y | +68.9% | -100.0% | +168.9% | +83.3% |
| All | +453.7% | -100.0% | +553.7% | +643.0% |
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