+5,731.6%
MU vs VIVK
-100.0%
+5,831.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -4.1% | -4.4% | +0.3% | -4.1% |
| 30D | +7.0% | -40.8% | +47.8% | +7.2% |
| 3M | -2.1% | -94.1% | +92.1% | -1.4% |
| 6M | +133.1% | -98.2% | +231.3% | +135.0% |
| YTD | +241.9% | -98.0% | +339.9% | +243.1% |
| 1Y | +548.8% | -100.0% | +648.7% | +564.9% |
| 3Y | +1,308.2% | -100.0% | +1,408.2% | +1,336.4% |
| 5Y | +1,260.7% | -100.0% | +1,360.7% | +1,290.4% |
| All | +5,731.6% | -100.0% | +5,831.6% | +5,669.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling