-100.0%
VIVK vs MLM
-18.7%
-81.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.6% | -4.9% |
| 7D | -7.9% | -2.7% | -5.2% | -5.9% |
| 30D | -42.0% | -8.3% | -33.6% | -37.8% |
| 3M | -92.5% | -12.0% | -80.5% | -91.7% |
| 6M | -98.0% | -17.6% | -80.4% | -97.6% |
| YTD | -97.9% | -18.9% | -79.0% | -96.8% |
| 1Y | -100.0% | -17.6% | -82.3% | -100.0% |
| All | -100.0% | -18.7% | -81.2% | -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