+104.5%
MTZ vs VIK
+236.8%
-132.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.4% | -4.8% |
| 7D | -8.7% | +2.6% | -11.3% | -10.3% |
| 30D | -15.0% | +7.9% | -22.9% | -18.8% |
| 3M | -32.6% | -15.2% | -17.4% | -27.9% |
| 6M | -56.3% | +6.5% | -62.9% | -58.4% |
| YTD | -16.8% | +23.3% | -40.1% | -27.8% |
| 1Y | -10.0% | +47.7% | -57.7% | -29.7% |
| All | +104.5% | +236.8% | -132.3% | -3.8% |
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