+170.1%
MTB vs VICR
+1,679.8%
-1,509.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -1.1% |
| 7D | 0.0% | +5.0% | -5.0% | -0.7% |
| 30D | -4.8% | -12.5% | +7.7% | -3.5% |
| 3M | +6.0% | -33.6% | +39.6% | +9.7% |
| 6M | +19.6% | +10.7% | +8.9% | +12.6% |
| YTD | +21.5% | +80.6% | -59.1% | +5.6% |
| 1Y | +24.7% | +288.4% | -263.7% | -4.6% |
| 3Y | +108.6% | +213.8% | -105.2% | +55.8% |
| 5Y | +106.7% | +58.8% | +47.9% | +59.9% |
| All | +170.1% | +1,679.8% | -1,509.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling