-100.0%
VIVK vs MLM
+140.5%
-240.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -0.8% | -13.6% | -14.2% |
| 7D | -48.0% | -5.8% | -42.2% | -47.4% |
| 30D | -88.4% | +9.8% | -98.3% | -88.6% |
| 3M | -98.7% | -5.2% | -93.5% | -98.7% |
| 6M | -100.0% | -10.3% | -89.7% | -100.0% |
| YTD | -100.0% | -15.5% | -84.5% | -100.0% |
| 1Y | -100.0% | -15.0% | -85.0% | -100.0% |
| 3Y | -100.0% | +17.5% | -117.5% | -100.0% |
| 5Y | -100.0% | +30.5% | -130.5% | -100.0% |
| 10Y | -100.0% | +145.5% | -245.5% | -100.0% |
| All | -100.0% | +140.5% | -240.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling