+104.2%
MTB vs VICR
+57.6%
+46.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -0.7% |
| 7D | 0.0% | +5.0% | -5.0% | -0.5% |
| 30D | -4.8% | -12.5% | +7.7% | -3.9% |
| 3M | +6.0% | -33.6% | +39.6% | +8.7% |
| 6M | +19.6% | +10.7% | +8.9% | +14.3% |
| YTD | +21.5% | +80.6% | -59.1% | +9.3% |
| 1Y | +24.7% | +288.4% | -263.7% | +2.1% |
| 3Y | +108.6% | +213.8% | -105.2% | +67.1% |
| All | +104.2% | +57.6% | +46.5% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling