+573.2%
MU vs VIK
+233.3%
+339.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.4% |
| 7D | -12.0% | +0.1% | -12.2% | -11.9% |
| 30D | -28.7% | +6.8% | -35.5% | -31.2% |
| 3M | -16.4% | -17.6% | +1.2% | -7.7% |
| 6M | -1.8% | +5.4% | -7.2% | -5.1% |
| YTD | +157.1% | +22.1% | +135.0% | +124.3% |
| 1Y | +208.5% | +49.3% | +159.2% | +137.7% |
| All | +573.2% | +233.3% | +339.9% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling