+159.3%
MP vs VIVK
-100.0%
+259.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.5% | +11.0% | +3.7% |
| 7D | +9.5% | -57.7% | +67.1% | +11.4% |
| 30D | -3.0% | -87.3% | +84.3% | +0.6% |
| 3M | -30.4% | -98.9% | +68.5% | -25.6% |
| 6M | -39.2% | -100.0% | +60.8% | -31.8% |
| YTD | -23.3% | -100.0% | +76.7% | -14.5% |
| 1Y | -32.6% | -100.0% | +67.4% | -20.6% |
| 3Y | +159.3% | -100.0% | +259.3% | +187.2% |
| All | +159.3% | -100.0% | +259.3% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling