+297.0%
MXL vs VIVK
-100.0%
+397.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -27.5% | +16.3% | -10.9% |
| 7D | -24.3% | -68.7% | +44.3% | -24.0% |
| 30D | -46.1% | -90.0% | +43.9% | -45.8% |
| 3M | -21.8% | -98.1% | +76.2% | -22.6% |
| 6M | -27.2% | -99.9% | +72.7% | -30.8% |
| YTD | +226.2% | -99.9% | +326.1% | +207.9% |
| 1Y | +297.0% | -100.0% | +397.0% | +308.2% |
| All | +297.0% | -100.0% | +397.0% | +308.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling