+843.6%
MU vs VIK
+225.3%
+618.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +4.7% |
| 7D | +7.5% | -0.8% | +8.3% | +7.8% |
| 30D | +19.4% | -18.0% | +37.4% | +32.7% |
| 3M | +9.8% | -5.8% | +15.6% | +13.7% |
| 6M | +164.1% | +17.2% | +147.0% | +138.9% |
| YTD | +260.3% | +19.1% | +241.2% | +220.0% |
| 1Y | +661.2% | +33.6% | +627.5% | +526.8% |
| All | +843.6% | +225.3% | +618.3% | +422.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling