+398.0%
MTZ vs VCIT
+31.0%
+367.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +5.0% | -1.4% | +6.4% | +6.4% |
| 30D | -6.0% | +0.6% | -6.6% | -6.7% |
| 3M | -36.1% | -2.2% | -33.9% | -34.9% |
| 6M | -56.9% | -2.3% | -54.6% | -55.9% |
| YTD | -15.9% | -2.2% | -13.7% | -14.0% |
| 1Y | -3.8% | -1.4% | -2.5% | -2.3% |
| 3Y | +272.3% | +18.7% | +253.5% | +223.4% |
| 5Y | +91.1% | +3.6% | +87.5% | +85.2% |
| All | +398.0% | +31.0% | +367.0% | +520.9% |
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