-100.0%
VIVK vs MLM
+204.6%
-304.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +7.7% |
| 7D | +13.1% | +1.4% | +11.7% | +12.8% |
| 30D | -29.7% | -6.5% | -23.1% | -28.9% |
| 3M | -93.0% | -7.4% | -85.5% | -92.9% |
| 6M | -98.0% | -15.8% | -82.2% | -97.9% |
| YTD | -97.8% | -17.4% | -80.3% | -97.7% |
| 1Y | -100.0% | -17.9% | -82.1% | -100.0% |
| 3Y | -100.0% | +18.9% | -118.9% | -100.0% |
| 5Y | -100.0% | +43.4% | -143.4% | -100.0% |
| 10Y | -100.0% | +206.2% | -306.2% | -100.0% |
| All | -100.0% | +204.6% | -304.5% | -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