+776.1%
IVV vs MTZ
+338.2%
+437.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.1% | -11.1% | +11.2% | +1.7% |
| 3M | +2.0% | -36.7% | +38.7% | +8.2% |
| 6M | +13.0% | -21.9% | +35.0% | +15.8% |
| YTD | +13.6% | +9.1% | +4.5% | +10.2% |
| 1Y | +20.1% | +30.0% | -9.9% | +13.0% |
| 3Y | +77.6% | +138.5% | -60.8% | +48.6% |
| 5Y | +82.5% | +158.3% | -75.9% | +48.4% |
| 10Y | +316.5% | +700.8% | -384.2% | +174.3% |
| All | +776.1% | +338.2% | +437.9% | +379.2% |
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