+37.5%
MTZ vs VEU
+25.0%
+12.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.1% |
| 7D | +2.3% | +0.3% | +2.0% | +1.8% |
| 30D | -10.3% | +0.7% | -10.9% | -11.1% |
| 3M | -31.8% | +4.7% | -36.5% | -35.3% |
| 6M | -19.2% | +11.6% | -30.8% | -29.4% |
| YTD | +10.7% | +16.8% | -6.1% | -14.0% |
| 1Y | +37.5% | +24.9% | +12.7% | -2.5% |
| All | +37.5% | +25.0% | +12.5% | -2.5% |
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