+753.2%
MTZ vs VICR
+1,508.7%
-755.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.0% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | -10.3% | -11.9% | +1.7% | -7.6% |
| 3M | -31.8% | -35.1% | +3.3% | -24.7% |
| 6M | -19.2% | +8.1% | -27.3% | -23.7% |
| YTD | +10.7% | +67.8% | -57.0% | -7.2% |
| 1Y | +37.5% | +267.3% | -229.8% | -7.4% |
| 3Y | +162.4% | +191.2% | -28.9% | +74.8% |
| 5Y | +166.3% | +48.1% | +118.2% | +88.8% |
| 10Y | +753.2% | +1,546.1% | -792.9% | +222.6% |
| All | +753.2% | +1,508.7% | -755.5% | +222.6% |
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