-100.0%
VIVK vs MDY
+617.2%
-717.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.3% | -6.0% |
| 7D | -7.9% | -0.8% | -7.1% | -7.6% |
| 30D | -42.0% | -3.9% | -38.1% | -41.0% |
| 3M | -92.5% | 0.0% | -92.5% | -92.5% |
| 6M | -98.0% | +8.5% | -106.6% | -98.1% |
| YTD | -97.9% | +13.2% | -111.1% | -98.0% |
| 1Y | -100.0% | +15.0% | -115.0% | -100.0% |
| 3Y | -100.0% | +49.6% | -149.6% | -100.0% |
| 5Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 10Y | -100.0% | +176.4% | -276.4% | -100.0% |
| All | -100.0% | +617.2% | -717.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling