+1,864.5%
MTZ vs VIVK
-100.0%
+1,964.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -14.3% | +18.9% | +4.6% |
| 7D | +12.9% | -48.0% | +60.9% | +13.0% |
| 30D | -8.5% | -88.4% | +79.9% | -8.2% |
| 3M | -30.6% | -98.7% | +68.1% | -30.1% |
| 6M | -55.1% | -100.0% | +44.8% | -54.5% |
| YTD | -13.0% | -100.0% | +87.0% | -12.1% |
| 1Y | -4.3% | -100.0% | +95.7% | -2.8% |
| 3Y | +284.0% | -100.0% | +384.0% | +289.8% |
| 5Y | +97.7% | -100.0% | +197.7% | +100.8% |
| 10Y | +444.4% | -100.0% | +544.4% | +444.9% |
| All | +1,864.5% | -100.0% | +1,964.5% | +2,014.3% |
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