-100.0%
VIVK vs MULL
+3,061.6%
-3,161.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +11.8% | -24.1% | -11.9% |
| 7D | -1.4% | +17.3% | -18.7% | -0.7% |
| 30D | -43.6% | +23.5% | -67.1% | -43.0% |
| 3M | -95.1% | -24.0% | -71.1% | -95.1% |
| 6M | -98.2% | +276.7% | -374.9% | -97.6% |
| YTD | -97.9% | +565.1% | -663.0% | -97.6% |
| 1Y | -100.0% | +2,802.6% | -2,902.6% | -100.0% |
| All | -100.0% | +3,061.6% | -3,161.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling