-14.3%
MTZ vs VICR
+76.0%
-90.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -11.1% | -4.3% | -12.4% |
| 7D | -7.4% | -26.6% | +19.2% | +0.2% |
| 30D | -23.6% | -47.9% | +24.3% | -10.2% |
| 3M | -38.3% | -29.8% | -8.5% | -34.3% |
| 6M | -60.6% | -36.6% | -24.0% | -57.7% |
| YTD | -22.9% | +45.1% | -68.0% | -37.7% |
| 1Y | -14.3% | +80.0% | -94.3% | -35.9% |
| All | -14.3% | +76.0% | -90.2% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling