+1,507.0%
MTZ vs ITOT
+896.7%
+610.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -11.1% | 0.0% | -11.1% | -11.1% |
| 3M | -36.7% | +2.0% | -38.7% | -38.0% |
| 6M | -21.9% | +13.0% | -35.0% | -33.0% |
| YTD | +9.1% | +14.0% | -4.8% | -7.3% |
| 1Y | +30.0% | +19.9% | +10.1% | +4.0% |
| 3Y | +138.5% | +75.8% | +62.6% | +20.9% |
| 5Y | +158.3% | +73.8% | +84.5% | +31.6% |
| 10Y | +700.8% | +295.9% | +404.9% | +46.4% |
| All | +1,507.0% | +896.7% | +610.3% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling