+766.3%
IVV vs MTZ
+249.5%
+516.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +0.6% |
| 7D | -0.9% | +12.9% | -13.8% | -2.8% |
| 30D | -2.3% | -8.5% | +6.2% | -1.5% |
| 3M | -1.2% | -30.6% | +29.5% | +3.7% |
| 6M | +3.3% | -55.1% | +58.4% | +14.7% |
| YTD | +12.3% | -13.0% | +25.3% | +12.0% |
| 1Y | +12.5% | -4.3% | +16.8% | +10.5% |
| 3Y | +79.2% | +284.0% | -204.9% | +39.4% |
| 5Y | +75.6% | +97.7% | -22.0% | +47.9% |
| 10Y | +313.4% | +444.4% | -131.0% | +186.4% |
| All | +766.3% | +249.5% | +516.8% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling