+166.4%
MTZ vs ITOT
+73.9%
+92.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +4.5% |
| 7D | +3.6% | +0.7% | +2.9% | +2.5% |
| 30D | -9.6% | -1.1% | -8.5% | -8.3% |
| 3M | -31.9% | +3.9% | -35.8% | -35.0% |
| 6M | -13.8% | +14.7% | -28.5% | -27.7% |
| YTD | +13.3% | +13.3% | -0.1% | -3.4% |
| 1Y | +39.3% | +19.1% | +20.1% | +12.0% |
| 3Y | +168.3% | +77.3% | +91.0% | +40.5% |
| 5Y | +166.4% | +74.1% | +92.3% | +40.8% |
| All | +166.4% | +73.9% | +92.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling