-100.0%
VIVK vs MDY
+48.5%
-148.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.9% |
| 7D | -4.4% | -1.9% | -2.5% | -3.3% |
| 30D | -40.8% | -4.6% | -36.2% | -39.0% |
| 3M | -94.1% | -1.2% | -92.9% | -94.1% |
| 6M | -98.2% | +9.2% | -107.4% | -98.3% |
| YTD | -98.0% | +13.1% | -111.1% | -98.2% |
| 1Y | -100.0% | +13.0% | -113.0% | -100.0% |
| 3Y | -100.0% | +49.2% | -149.2% | -100.0% |
| All | -100.0% | +48.5% | -148.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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