+1,341.2%
MU vs VIVK
-100.0%
+1,441.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -1.6% |
| 7D | +7.2% | +13.1% | -5.9% | +7.2% |
| 30D | +14.0% | -29.7% | +43.6% | +13.9% |
| 3M | +5.4% | -93.0% | +98.4% | +4.2% |
| 6M | +170.3% | -98.0% | +268.2% | +166.9% |
| YTD | +250.7% | -97.8% | +348.4% | +245.7% |
| 1Y | +662.1% | -100.0% | +762.1% | +674.7% |
| 3Y | +1,341.2% | -100.0% | +1,441.2% | +1,228.8% |
| All | +1,341.2% | -100.0% | +1,441.2% | +1,228.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling