+1,014.6%
MU vs VIVK
-100.0%
+1,114.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -14.3% | +26.2% | +11.9% |
| 7D | +2.0% | -48.0% | +50.0% | +2.2% |
| 30D | -18.0% | -88.4% | +70.5% | -17.9% |
| 3M | -6.6% | -98.7% | +92.1% | -7.0% |
| 6M | +2.0% | -100.0% | +102.0% | +0.5% |
| YTD | +184.5% | -100.0% | +284.4% | +180.5% |
| 1Y | +236.9% | -100.0% | +336.9% | +236.3% |
| 3Y | +987.0% | -100.0% | +1,087.0% | +983.5% |
| 5Y | +1,014.6% | -100.0% | +1,114.6% | +982.3% |
| All | +1,014.6% | -100.0% | +1,114.6% | +982.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling