+258.1%
MTZ vs VCLT
+16.8%
+241.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.6% | +9.6% |
| 7D | -6.4% | +0.3% | -6.7% | -6.8% |
| 30D | -22.1% | +3.7% | -25.7% | -25.0% |
| 3M | -32.7% | -1.0% | -31.7% | -32.3% |
| 6M | -59.8% | -3.4% | -56.5% | -58.4% |
| YTD | -19.9% | -2.6% | -17.3% | -17.6% |
| 1Y | -11.5% | -3.3% | -8.2% | -8.3% |
| 3Y | +258.1% | +17.3% | +240.8% | +189.8% |
| All | +258.1% | +16.8% | +241.2% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling