+2,396.1%
MUU vs VIK
+126.1%
+2,270.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -2.5% |
| 7D | -8.2% | -0.9% | -7.3% | -7.6% |
| 30D | +10.2% | -18.4% | +28.6% | +38.7% |
| 3M | -26.5% | -8.8% | -17.7% | -17.2% |
| 6M | +227.2% | +17.1% | +210.1% | +168.0% |
| YTD | +527.4% | +19.0% | +508.4% | +393.2% |
| 1Y | +1,843.7% | +30.1% | +1,813.5% | +1,229.8% |
| All | +2,396.1% | +126.1% | +2,270.0% | +606.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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