+697.8%
MTZ vs VCIT
+29.2%
+668.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -0.3% | -1.2% | -1.3% |
| 30D | -11.1% | -0.8% | -10.3% | -10.5% |
| 3M | -36.7% | -1.0% | -35.7% | -36.1% |
| 6M | -21.9% | -1.8% | -20.1% | -20.5% |
| YTD | +9.1% | -0.7% | +9.8% | +10.1% |
| 1Y | +30.0% | +1.0% | +29.0% | +29.4% |
| 3Y | +138.5% | +18.8% | +119.6% | +108.3% |
| 5Y | +158.3% | +3.5% | +154.9% | +150.5% |
| All | +697.8% | +29.2% | +668.6% | +914.5% |
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