+492.6%
MTZ vs VCLT
+20.2%
+472.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.5% |
| 7D | -2.4% | +1.2% | -3.7% | -3.1% |
| 30D | -11.1% | +3.4% | -14.5% | -12.8% |
| 3M | -30.6% | -0.9% | -29.7% | -30.5% |
| 6M | -54.4% | -3.1% | -51.2% | -53.6% |
| YTD | -13.0% | -2.4% | -10.7% | -11.9% |
| 1Y | -5.7% | -2.7% | -3.0% | -4.2% |
| 3Y | +297.2% | +16.9% | +280.3% | +271.1% |
| 5Y | +95.9% | -17.0% | +112.9% | +111.6% |
| 10Y | +492.6% | +22.1% | +470.5% | +606.8% |
| All | +492.6% | +20.2% | +472.4% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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