+143.3%
MPC vs VIK
+243.7%
-100.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +11.2% | +2.7% | +8.5% | +10.9% |
| 30D | -14.5% | +8.8% | -23.3% | -15.4% |
| 3M | +16.7% | -15.3% | +32.0% | +18.8% |
| 6M | +67.6% | +9.4% | +58.2% | +63.8% |
| YTD | +157.9% | +25.9% | +132.1% | +140.7% |
| 1Y | +116.7% | +51.0% | +65.7% | +90.8% |
| All | +143.3% | +243.7% | -100.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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