+404.4%
MTZ vs ITOT
+289.0%
+115.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | +16.5% | +3.3% | +13.2% | +11.9% |
| 30D | -10.2% | -2.5% | -7.7% | -7.4% |
| 3M | -34.2% | -2.3% | -31.8% | -32.2% |
| 6M | -56.0% | +3.0% | -59.0% | -57.5% |
| YTD | -14.8% | +11.9% | -26.8% | -26.2% |
| 1Y | -7.2% | +12.0% | -19.3% | -19.4% |
| 3Y | +275.8% | +77.8% | +198.0% | +88.9% |
| 5Y | +93.5% | +65.0% | +28.5% | +6.5% |
| All | +404.4% | +289.0% | +115.3% | -26.0% |
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