+40.4%
MXL vs VIVK
-100.0%
+140.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.4% | +14.9% | +7.6% |
| 7D | +18.9% | -4.4% | +23.2% | +18.9% |
| 30D | +0.3% | -40.8% | +41.1% | +0.5% |
| 3M | -8.0% | -94.1% | +86.1% | -7.3% |
| 6M | +341.2% | -98.2% | +439.4% | +343.0% |
| YTD | +327.8% | -98.0% | +425.8% | +324.7% |
| 1Y | +364.9% | -100.0% | +464.9% | +384.8% |
| 3Y | +229.2% | -100.0% | +329.2% | +235.2% |
| All | +40.4% | -100.0% | +140.4% | +41.1% |
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