+310.3%
IVV vs MTZ
+420.7%
-110.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | +2.6% | +5.0% | -2.4% | +1.4% |
| 30D | -2.0% | -6.0% | +4.0% | -1.4% |
| 3M | -2.8% | -36.1% | +33.3% | +5.7% |
| 6M | +2.2% | -56.9% | +59.0% | +19.2% |
| YTD | +11.5% | -15.9% | +27.4% | +11.0% |
| 1Y | +13.5% | -3.8% | +17.3% | +9.4% |
| 3Y | +78.1% | +272.3% | -194.2% | +21.9% |
| 5Y | +73.1% | +91.1% | -18.0% | +33.2% |
| All | +310.3% | +420.7% | -110.4% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling