+564.6%
MPC vs VIVK
-100.0%
+664.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -22.8% | +22.7% | +0.2% |
| 7D | -8.8% | -56.0% | +47.1% | -8.2% |
| 30D | -14.4% | -92.3% | +77.9% | -12.5% |
| 3M | +21.9% | -98.6% | +120.6% | +27.3% |
| 6M | +60.1% | -99.9% | +160.1% | +73.1% |
| YTD | +142.3% | -100.0% | +242.3% | +156.9% |
| 1Y | +101.7% | -100.0% | +201.7% | +122.1% |
| 3Y | +184.8% | -100.0% | +284.8% | +212.8% |
| 5Y | +564.6% | -100.0% | +664.6% | +662.9% |
| All | +564.6% | -100.0% | +664.6% | +662.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling