+753.2%
MTZ vs VCLT
+16.9%
+736.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -10.3% | +0.1% | -10.4% | -10.4% |
| 3M | -31.8% | -2.9% | -29.0% | -30.8% |
| 6M | -19.2% | -4.0% | -15.2% | -17.4% |
| YTD | +10.7% | -2.2% | +13.0% | +12.3% |
| 1Y | +37.5% | -2.6% | +40.1% | +39.8% |
| 3Y | +162.4% | +12.3% | +150.1% | +150.3% |
| 5Y | +166.3% | -16.4% | +182.7% | +185.4% |
| 10Y | +753.2% | +18.1% | +735.1% | +903.4% |
| All | +753.2% | +16.9% | +736.2% | +903.4% |
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