+1,288.4%
MTZ vs VCLT
+102.2%
+1,186.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.6% | +9.5% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -22.1% | +3.7% | -25.7% | -22.6% |
| 3M | -32.7% | -1.0% | -31.7% | -32.6% |
| 6M | -59.8% | -3.4% | -56.5% | -59.6% |
| YTD | -19.9% | -2.6% | -17.3% | -19.5% |
| 1Y | -11.5% | -3.3% | -8.2% | -10.9% |
| 3Y | +258.1% | +17.3% | +240.8% | +253.9% |
| 5Y | +85.5% | -17.0% | +102.5% | +82.3% |
| 10Y | +492.2% | +18.1% | +474.0% | +561.3% |
| All | +1,288.4% | +102.2% | +1,186.2% | +2,047.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling