+4,407.5%
MU vs VIVK
-100.0%
+4,507.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +5.0% | -2.5% |
| 7D | +12.8% | -57.7% | +70.5% | +13.3% |
| 30D | -14.9% | -87.3% | +72.4% | -14.1% |
| 3M | -18.0% | -98.9% | +80.9% | -16.8% |
| 6M | -3.1% | -100.0% | +96.8% | -1.0% |
| YTD | +172.9% | -100.0% | +272.9% | +177.5% |
| 1Y | +228.8% | -100.0% | +328.8% | +239.8% |
| 3Y | +950.8% | -100.0% | +1,050.8% | +984.3% |
| 5Y | +931.3% | -100.0% | +1,031.3% | +969.6% |
| All | +4,407.5% | -100.0% | +4,507.5% | +4,844.3% |
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