+739.9%
MTZ vs VEU
+149.3%
+590.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.3% |
| 7D | +3.6% | +1.7% | +1.9% | +1.3% |
| 30D | -9.6% | +1.0% | -10.6% | -10.8% |
| 3M | -31.9% | +5.6% | -37.6% | -35.9% |
| 6M | -13.8% | +13.7% | -27.5% | -26.4% |
| YTD | +13.3% | +17.7% | -4.5% | -7.8% |
| 1Y | +39.3% | +25.8% | +13.5% | +4.5% |
| 3Y | +168.3% | +77.1% | +91.2% | +32.2% |
| 5Y | +166.4% | +57.1% | +109.3% | +52.0% |
| 10Y | +739.9% | +149.8% | +590.1% | +204.0% |
| All | +739.9% | +149.3% | +590.7% | +204.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling