+68.2%
IVV vs MTZ
+80.0%
-11.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.5% | -9.2% | -1.4% |
| 7D | -2.7% | -6.4% | +3.7% | -2.0% |
| 30D | -5.4% | -22.1% | +16.7% | -1.4% |
| 3M | -4.1% | -32.7% | +28.6% | +2.3% |
| 6M | +0.7% | -59.8% | +60.5% | +17.6% |
| YTD | +8.7% | -19.9% | +28.6% | +8.7% |
| 1Y | +11.0% | -11.5% | +22.4% | +8.3% |
| 3Y | +75.4% | +258.1% | -182.7% | +23.6% |
| All | +68.2% | +80.0% | -11.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling