-7.2%
MTZ vs ITOT
+11.7%
-18.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.4% |
| 7D | +16.5% | +3.3% | +13.2% | +11.1% |
| 30D | -10.2% | -2.5% | -7.7% | -6.7% |
| 3M | -34.2% | -2.3% | -31.8% | -31.7% |
| 6M | -56.0% | +3.0% | -59.0% | -58.3% |
| YTD | -14.8% | +11.9% | -26.8% | -30.0% |
| 1Y | -7.2% | +12.0% | -19.3% | -23.5% |
| All | -7.2% | +11.7% | -18.9% | -23.5% |
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