-100.0%
VIVK vs MULL
+2,366.2%
-2,466.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.3% | +11.8% | +2.3% |
| 7D | -9.5% | +3.6% | -13.1% | -9.4% |
| 30D | -35.1% | +22.0% | -57.1% | -35.0% |
| 3M | -93.4% | -8.6% | -84.7% | -93.3% |
| 6M | -98.0% | +248.5% | -346.5% | -97.8% |
| YTD | -97.9% | +516.3% | -614.1% | -97.9% |
| 1Y | -100.0% | +2,036.6% | -2,136.6% | -100.0% |
| All | -100.0% | +2,366.2% | -2,466.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling