+3,645.1%
MTZ vs VICR
+12,032.5%
-8,387.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +0.8% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -11.1% | -13.9% | +2.9% | -8.0% |
| 3M | -36.7% | -38.4% | +1.7% | -29.5% |
| 6M | -21.9% | -7.2% | -14.7% | -23.7% |
| YTD | +9.1% | +72.0% | -62.9% | -8.9% |
| 1Y | +30.0% | +263.3% | -233.3% | -11.5% |
| 3Y | +138.5% | +173.3% | -34.8% | +63.4% |
| 5Y | +158.3% | +47.3% | +111.0% | +83.3% |
| 10Y | +700.8% | +1,495.2% | -794.4% | +187.8% |
| All | +3,645.1% | +12,032.5% | -8,387.3% | +552.7% |
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