+738.6%
IVV vs MTZ
+221.7%
+517.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.5% | -9.2% | -1.1% |
| 7D | -2.7% | -6.4% | +3.7% | -2.1% |
| 30D | -5.4% | -22.1% | +16.7% | -2.1% |
| 3M | -4.1% | -32.7% | +28.6% | +1.1% |
| 6M | +0.7% | -59.8% | +60.5% | +13.8% |
| YTD | +8.7% | -19.9% | +28.6% | +9.9% |
| 1Y | +11.0% | -11.5% | +22.4% | +10.3% |
| 3Y | +75.4% | +258.1% | -182.7% | +38.0% |
| 5Y | +68.3% | +85.5% | -17.2% | +43.1% |
| 10Y | +315.5% | +492.2% | -176.6% | +185.0% |
| All | +738.6% | +221.7% | +517.0% | +377.8% |
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