+22.1%
MTZ vs VCLT
-3.8%
+26.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -1.6% |
| 7D | 0.0% | -1.3% | +1.3% | +2.2% |
| 30D | -14.8% | -1.1% | -13.7% | -13.4% |
| 3M | -30.8% | -3.7% | -27.1% | -25.7% |
| 6M | -22.6% | -4.0% | -18.6% | -16.5% |
| YTD | +6.8% | -3.4% | +10.2% | +14.3% |
| 1Y | +22.1% | -4.1% | +26.3% | +32.7% |
| All | +22.1% | -3.8% | +26.0% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling