+276.4%
MXL vs VIK
+225.3%
+51.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.4% | +11.0% | +9.8% |
| 7D | +19.0% | -0.8% | +19.8% | +19.4% |
| 30D | +4.5% | -18.0% | +22.5% | +18.6% |
| 3M | -1.5% | -5.8% | +4.3% | +2.8% |
| 6M | +348.6% | +17.2% | +331.5% | +294.1% |
| YTD | +310.3% | +19.1% | +291.1% | +252.9% |
| 1Y | +344.7% | +33.6% | +311.1% | +250.2% |
| All | +276.4% | +225.3% | +51.1% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling