+168.3%
MTZ vs VIVK
-100.0%
+268.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.7% | -3.9% | +3.7% |
| 7D | +3.6% | +13.1% | -9.5% | +3.4% |
| 30D | -9.6% | -29.7% | +20.0% | -9.5% |
| 3M | -31.9% | -93.0% | +61.0% | -30.8% |
| 6M | -13.8% | -98.0% | +84.2% | -11.8% |
| YTD | +13.3% | -97.8% | +111.0% | +14.5% |
| 1Y | +39.3% | -100.0% | +139.2% | +49.7% |
| 3Y | +168.3% | -100.0% | +268.3% | +150.6% |
| All | +168.3% | -100.0% | +268.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling