+166.4%
MTZ vs VICR
+53.8%
+112.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.2% |
| 7D | +3.6% | +9.8% | -6.3% | +1.2% |
| 30D | -9.6% | -12.6% | +3.0% | -6.9% |
| 3M | -31.9% | -29.7% | -2.2% | -26.6% |
| 6M | -13.8% | +18.8% | -32.6% | -19.9% |
| YTD | +13.3% | +76.4% | -63.1% | -4.5% |
| 1Y | +39.3% | +282.4% | -243.1% | -3.7% |
| 3Y | +168.3% | +206.2% | -37.8% | +81.8% |
| 5Y | +166.4% | +53.9% | +112.5% | +96.5% |
| All | +166.4% | +53.8% | +112.6% | +96.5% |
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