+2,396.1%
MUU vs VIVK
-100.0%
+2,496.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -1.1% |
| 7D | -8.2% | -4.4% | -3.9% | -8.2% |
| 30D | +10.2% | -40.8% | +51.0% | +10.0% |
| 3M | -26.5% | -94.1% | +67.6% | -27.6% |
| 6M | +227.2% | -98.2% | +325.4% | +223.5% |
| YTD | +527.4% | -98.0% | +625.4% | +512.6% |
| 1Y | +1,843.7% | -100.0% | +1,943.6% | +2,079.1% |
| All | +2,396.1% | -100.0% | +2,496.1% | +2,833.3% |
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 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