+1,798.0%
MTZ vs VIVK
-100.0%
+1,898.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | -1.2% |
| 7D | +5.0% | -57.7% | +62.7% | +5.2% |
| 30D | -6.0% | -87.3% | +81.3% | -5.7% |
| 3M | -36.1% | -98.9% | +62.8% | -35.6% |
| 6M | -56.9% | -100.0% | +43.1% | -56.3% |
| YTD | -15.9% | -100.0% | +84.1% | -15.0% |
| 1Y | -3.8% | -100.0% | +96.2% | -2.4% |
| 3Y | +272.3% | -100.0% | +372.3% | +277.9% |
| 5Y | +91.1% | -100.0% | +191.1% | +94.2% |
| 10Y | +426.0% | -100.0% | +526.0% | +426.7% |
| All | +1,798.0% | -100.0% | +1,898.0% | +1,943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling