+449.0%
MTZ vs VCIT
+29.0%
+420.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.4% |
| 7D | -10.6% | +0.5% | -11.1% | -11.1% |
| 30D | -30.4% | +2.1% | -32.5% | -31.8% |
| 3M | -40.4% | -1.6% | -38.8% | -39.6% |
| 6M | -63.7% | -1.6% | -62.1% | -63.1% |
| YTD | -26.9% | -1.5% | -25.4% | -25.8% |
| 1Y | -20.2% | -0.4% | -19.8% | -19.6% |
| 3Y | +208.1% | +19.6% | +188.6% | +168.5% |
| 5Y | +69.4% | +3.3% | +66.1% | +64.1% |
| All | +449.0% | +29.0% | +420.1% | +555.2% |
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