+22.1%
MTZ vs ITOT
+16.9%
+5.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.3% |
| 7D | 0.0% | -2.0% | +2.0% | +3.8% |
| 30D | -14.8% | -2.0% | -12.9% | -11.7% |
| 3M | -30.8% | +4.5% | -35.4% | -35.9% |
| 6M | -22.6% | +12.6% | -35.3% | -36.8% |
| YTD | +6.8% | +12.0% | -5.2% | -12.4% |
| 1Y | +22.1% | +17.3% | +4.9% | -8.0% |
| All | +22.1% | +16.9% | +5.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling