+244.3%
VIK vs MTB
+64.1%
+180.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +2.7% | +1.5% | +1.2% | +1.5% |
| 30D | +8.8% | +2.3% | +6.5% | +7.0% |
| 3M | -15.3% | -12.1% | -3.2% | -6.6% |
| 6M | +9.4% | +9.8% | -0.4% | +0.9% |
| YTD | +25.9% | +12.0% | +13.8% | +14.9% |
| 1Y | +51.0% | +22.0% | +29.0% | +29.4% |
| All | +244.3% | +64.1% | +180.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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