+1,346.4%
MU vs VIVK
-100.0%
+1,446.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.3% | +9.1% | +2.7% |
| 7D | +7.5% | -7.9% | +15.4% | +7.5% |
| 30D | +19.4% | -42.0% | +61.3% | +19.2% |
| 3M | +9.8% | -92.5% | +102.3% | +8.9% |
| 6M | +164.1% | -98.0% | +262.1% | +161.6% |
| YTD | +260.3% | -97.9% | +358.2% | +256.5% |
| 1Y | +661.2% | -100.0% | +761.1% | +663.3% |
| 3Y | +1,380.8% | -100.0% | +1,480.8% | +1,377.7% |
| 5Y | +1,346.4% | -100.0% | +1,446.4% | +1,354.2% |
| All | +1,346.4% | -100.0% | +1,446.4% | +1,354.2% |
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