+166.3%
MTZ vs VIVK
-100.0%
+266.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -2.2% |
| 7D | +2.3% | -7.9% | +10.2% | +2.3% |
| 30D | -10.3% | -42.0% | +31.7% | -10.1% |
| 3M | -31.8% | -92.5% | +60.7% | -31.1% |
| 6M | -19.2% | -98.0% | +78.8% | -17.9% |
| YTD | +10.7% | -97.9% | +108.6% | +11.7% |
| 1Y | +37.5% | -100.0% | +137.5% | +42.9% |
| 3Y | +162.4% | -100.0% | +262.3% | +168.8% |
| 5Y | +166.3% | -100.0% | +266.3% | +173.0% |
| All | +166.3% | -100.0% | +266.3% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling