-100.0%
VIVK vs MTB
+580.5%
-680.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.2% | +7.8% |
| 7D | +13.1% | +2.8% | +10.3% | +12.4% |
| 30D | -29.7% | -4.2% | -25.5% | -28.9% |
| 3M | -93.0% | +7.8% | -100.8% | -93.1% |
| 6M | -98.0% | +14.8% | -112.8% | -98.0% |
| YTD | -97.8% | +20.8% | -118.5% | -97.9% |
| 1Y | -100.0% | +23.1% | -123.1% | -100.0% |
| 3Y | -100.0% | +114.8% | -214.8% | -100.0% |
| 5Y | -100.0% | +103.3% | -203.3% | -100.0% |
| 10Y | -100.0% | +173.0% | -273.0% | -100.0% |
| All | -100.0% | +580.5% | -680.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling