+679.9%
MPC vs VIVK
-100.0%
+779.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.8% | +0.5% |
| 7D | +3.2% | -7.9% | +11.1% | +3.3% |
| 30D | +25.0% | -42.0% | +67.0% | +25.9% |
| 3M | +55.2% | -92.5% | +147.7% | +59.0% |
| 6M | +86.4% | -98.0% | +184.4% | +92.4% |
| YTD | +148.5% | -97.9% | +246.4% | +153.6% |
| 1Y | +121.7% | -100.0% | +221.7% | +137.9% |
| 3Y | +172.9% | -100.0% | +272.8% | +189.4% |
| 5Y | +679.9% | -100.0% | +779.9% | +747.6% |
| All | +679.9% | -100.0% | +779.9% | +747.6% |
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