+737.1%
MTZ vs ITOT
+300.1%
+437.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.7% |
| 7D | 0.0% | -2.0% | +2.0% | +2.7% |
| 30D | -14.8% | -2.0% | -12.9% | -12.6% |
| 3M | -30.8% | +4.5% | -35.4% | -34.5% |
| 6M | -22.6% | +12.6% | -35.3% | -33.4% |
| YTD | +6.8% | +12.0% | -5.2% | -7.3% |
| 1Y | +22.1% | +17.3% | +4.9% | +0.4% |
| 3Y | +153.1% | +75.2% | +77.9% | +29.7% |
| 5Y | +161.4% | +74.0% | +87.4% | +34.4% |
| All | +737.1% | +300.1% | +437.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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