-100.0%
VIVK vs MLM
+25.7%
-125.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.2% |
| 7D | -57.7% | -0.9% | -56.8% | -57.6% |
| 30D | -87.3% | +9.0% | -96.3% | -87.8% |
| 3M | -98.9% | -5.6% | -93.3% | -98.9% |
| 6M | -100.0% | -10.7% | -89.3% | -99.9% |
| YTD | -100.0% | -17.2% | -82.8% | -100.0% |
| 1Y | -100.0% | -14.2% | -85.8% | -100.0% |
| 3Y | -100.0% | +15.6% | -115.6% | -100.0% |
| All | -100.0% | +25.7% | -125.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling