-100.0%
VIVK vs MLM
+23.5%
-123.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -1.8% | +35.9% | +34.8% |
| 7D | -42.9% | -4.1% | -38.8% | -42.1% |
| 30D | -88.6% | +8.2% | -96.8% | -89.0% |
| 3M | -97.7% | -3.6% | -94.1% | -97.7% |
| 6M | -99.9% | -15.6% | -84.3% | -99.9% |
| YTD | -99.9% | -16.4% | -83.5% | -99.9% |
| 1Y | -100.0% | -14.3% | -85.6% | -100.0% |
| 3Y | -100.0% | +19.3% | -119.3% | -100.0% |
| All | -100.0% | +23.5% | -123.5% | -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 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