+2,822.6%
MTZ vs VICR
+10,497.2%
-7,674.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.7% |
| 7D | +16.5% | +21.9% | -5.4% | +11.2% |
| 30D | -10.2% | -38.4% | +28.2% | -0.1% |
| 3M | -34.2% | -27.2% | -7.0% | -31.0% |
| 6M | -56.0% | -43.7% | -12.3% | -51.7% |
| YTD | -14.8% | +50.3% | -65.1% | -28.5% |
| 1Y | -7.2% | +74.6% | -81.8% | -24.9% |
| 3Y | +275.8% | +351.2% | -75.4% | +124.1% |
| 5Y | +93.5% | +2.5% | +91.0% | +46.1% |
| 10Y | +432.7% | +1,031.9% | -599.2% | +102.6% |
| All | +2,822.6% | +10,497.2% | -7,674.5% | +411.9% |
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 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