+1,791.5%
MTZ vs VCLT
+103.4%
+1,688.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -11.1% | -0.9% | -10.2% | -11.0% |
| 3M | -36.7% | -3.2% | -33.5% | -36.3% |
| 6M | -21.9% | -3.8% | -18.1% | -21.4% |
| YTD | +9.1% | -2.0% | +11.1% | +9.6% |
| 1Y | +30.0% | -0.8% | +30.8% | +30.3% |
| 3Y | +138.5% | +12.3% | +126.2% | +136.3% |
| 5Y | +158.3% | -15.4% | +173.8% | +153.8% |
| 10Y | +700.8% | +15.7% | +685.0% | +776.9% |
| All | +1,791.5% | +103.4% | +1,688.1% | +2,823.5% |
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