-100.0%
VIVK vs MTB
+104.1%
-204.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -40.8% | -4.8% | -36.0% | -39.6% |
| 3M | -94.1% | +6.0% | -100.1% | -94.3% |
| 6M | -98.2% | +19.6% | -117.8% | -98.3% |
| YTD | -98.0% | +21.5% | -119.5% | -98.2% |
| 1Y | -100.0% | +24.7% | -124.7% | -100.0% |
| 3Y | -100.0% | +108.6% | -208.6% | -100.0% |
| All | -100.0% | +104.1% | -204.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling