+30.0%
MTZ vs VEU
+28.8%
+1.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.3% |
| 7D | -1.6% | +1.1% | -2.7% | -3.2% |
| 30D | -11.1% | +2.2% | -13.3% | -13.7% |
| 3M | -36.7% | +3.0% | -39.7% | -39.1% |
| 6M | -21.9% | +10.9% | -32.8% | -31.2% |
| YTD | +9.1% | +18.2% | -9.1% | -16.1% |
| 1Y | +30.0% | +28.3% | +1.7% | -6.1% |
| All | +30.0% | +28.8% | +1.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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