+404.4%
MTZ vs VCLT
+22.0%
+382.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | +16.5% | -1.9% | +18.4% | +17.7% |
| 30D | -10.2% | +1.4% | -11.6% | -11.0% |
| 3M | -34.2% | -1.8% | -32.4% | -33.7% |
| 6M | -56.0% | -3.9% | -52.1% | -55.0% |
| YTD | -14.8% | -3.9% | -10.9% | -12.9% |
| 1Y | -7.2% | -4.7% | -2.5% | -4.7% |
| 3Y | +275.8% | +14.1% | +261.7% | +254.9% |
| 5Y | +93.5% | -16.6% | +110.1% | +109.0% |
| All | +404.4% | +22.0% | +382.3% | +488.9% |
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