+492.6%
MTZ vs VEU
+147.4%
+345.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.8% | +4.9% |
| 7D | -2.4% | +0.8% | -3.2% | -3.7% |
| 30D | -11.1% | -1.6% | -9.5% | -9.4% |
| 3M | -30.6% | -4.2% | -26.4% | -26.8% |
| 6M | -54.4% | -1.5% | -52.9% | -53.1% |
| YTD | -13.0% | +11.7% | -24.7% | -24.5% |
| 1Y | -5.7% | +15.6% | -21.3% | -21.6% |
| 3Y | +297.2% | +71.7% | +225.4% | +102.1% |
| 5Y | +95.9% | +49.5% | +46.4% | +18.5% |
| 10Y | +492.6% | +145.6% | +347.0% | +118.1% |
| All | +492.6% | +147.4% | +345.2% | +118.1% |
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 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