+272.3%
MTZ vs VICR
+336.6%
-64.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.3% |
| 7D | +5.0% | +8.3% | -3.3% | +2.8% |
| 30D | -6.0% | -35.2% | +29.2% | +4.0% |
| 3M | -36.1% | -29.8% | -6.3% | -32.1% |
| 6M | -56.9% | -48.6% | -8.3% | -51.2% |
| YTD | -15.9% | +45.1% | -61.0% | -30.3% |
| 1Y | -3.8% | +79.6% | -83.4% | -24.8% |
| 3Y | +272.3% | +335.4% | -63.1% | +95.1% |
| All | +272.3% | +336.6% | -64.3% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling