+172.2%
MTZ vs VIK
+225.3%
-53.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | -10.3% | -18.0% | +7.8% | -1.5% |
| 3M | -31.8% | -5.8% | -26.0% | -30.0% |
| 6M | -19.2% | +17.2% | -36.3% | -26.5% |
| YTD | +10.7% | +19.1% | -8.4% | -1.4% |
| 1Y | +37.5% | +33.6% | +3.9% | +14.1% |
| All | +172.2% | +225.3% | -53.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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