+254.1%
MP vs VIVK
-100.0%
+354.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +34.1% | -29.2% | +4.2% |
| 7D | -10.5% | -42.9% | +32.4% | -9.8% |
| 30D | -23.5% | -88.6% | +65.1% | -21.2% |
| 3M | -25.4% | -97.7% | +72.2% | -21.7% |
| 6M | -51.3% | -99.9% | +48.6% | -46.6% |
| YTD | -29.9% | -99.9% | +70.0% | -24.2% |
| 1Y | -31.8% | -100.0% | +68.2% | -23.3% |
| 3Y | +127.0% | -100.0% | +227.0% | +156.8% |
| 5Y | -3.3% | -100.0% | +96.7% | +9.0% |
| All | +254.1% | -100.0% | +354.1% | +396.2% |
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 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