+3,101.0%
MPC vs VIVK
-100.0%
+3,201.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.3% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | +31.0% | -43.6% | +74.6% | +31.2% |
| 3M | +46.0% | -95.1% | +141.2% | +47.0% |
| 6M | +77.3% | -98.2% | +175.5% | +78.7% |
| YTD | +141.9% | -97.9% | +239.8% | +143.3% |
| 1Y | +120.9% | -100.0% | +220.9% | +124.2% |
| 3Y | +182.7% | -100.0% | +282.7% | +186.2% |
| 5Y | +646.4% | -100.0% | +746.4% | +656.1% |
| 10Y | +1,138.7% | -100.0% | +1,238.7% | +1,130.1% |
| All | +3,101.0% | -100.0% | +3,201.0% | +2,768.6% |
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 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