+404.4%
MTZ vs VCIT
+31.2%
+373.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.5% |
| 7D | +16.5% | -1.4% | +17.8% | +18.0% |
| 30D | -10.2% | +0.8% | -11.0% | -11.0% |
| 3M | -34.2% | -1.7% | -32.4% | -33.2% |
| 6M | -56.0% | -2.1% | -53.9% | -55.1% |
| YTD | -14.8% | -2.0% | -12.8% | -13.0% |
| 1Y | -7.2% | -1.5% | -5.8% | -5.7% |
| 3Y | +275.8% | +19.0% | +256.8% | +225.9% |
| 5Y | +93.5% | +3.8% | +89.7% | +87.3% |
| All | +404.4% | +31.2% | +373.1% | +527.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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