-100.0%
VIVK vs MTB
+113.5%
-213.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -9.5% | -0.4% | -9.0% | -9.3% |
| 30D | -35.1% | -4.6% | -30.5% | -33.7% |
| 3M | -93.4% | +7.4% | -100.8% | -93.6% |
| 6M | -98.0% | +18.7% | -116.7% | -98.2% |
| YTD | -97.9% | +21.1% | -118.9% | -98.1% |
| 1Y | -100.0% | +24.1% | -124.0% | -100.0% |
| All | -100.0% | +113.5% | -213.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling