+168.3%
MTZ vs VIK
+228.1%
-59.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -3.0% | +1.5% | -0.1% |
| 30D | -11.1% | -20.7% | +9.7% | -0.7% |
| 3M | -36.7% | -4.6% | -32.1% | -35.4% |
| 6M | -21.9% | +14.0% | -35.9% | -28.1% |
| YTD | +9.1% | +20.2% | -11.0% | -3.3% |
| 1Y | +30.0% | +36.0% | -6.1% | +6.7% |
| All | +168.3% | +228.1% | -59.9% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling