+8,222.0%
MTB vs VICR
+11,731.3%
-3,509.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | -4.6% | -11.9% | +7.3% | -3.4% |
| 3M | +6.3% | -35.1% | +41.4% | +10.4% |
| 6M | +15.6% | +8.1% | +7.5% | +9.9% |
| YTD | +20.6% | +67.8% | -47.2% | +7.3% |
| 1Y | +22.5% | +267.3% | -244.8% | -3.0% |
| 3Y | +114.4% | +191.2% | -76.8% | +66.8% |
| 5Y | +101.9% | +48.1% | +53.8% | +60.7% |
| 10Y | +170.4% | +1,546.1% | -1,375.7% | +47.1% |
| All | +8,222.0% | +11,731.3% | -3,509.3% | +3,600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling