-100.0%
VIVK vs MLM
-15.9%
-84.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.1% | -13.5% | -13.3% |
| 7D | -1.4% | -2.9% | +1.5% | +1.0% |
| 30D | -43.6% | -6.8% | -36.8% | -40.5% |
| 3M | -95.1% | -11.2% | -83.9% | -94.6% |
| 6M | -98.2% | -21.8% | -76.4% | -97.6% |
| YTD | -97.9% | -17.0% | -80.9% | -96.9% |
| 1Y | -100.0% | -16.4% | -83.6% | -100.0% |
| All | -100.0% | -15.9% | -84.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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