+74.8%
MTZ vs VEU
+45.1%
+29.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.3% |
| 7D | -6.4% | -1.6% | -4.8% | -4.9% |
| 30D | -22.1% | -4.3% | -17.7% | -17.8% |
| 3M | -32.7% | -5.8% | -26.8% | -27.4% |
| 6M | -59.8% | -4.4% | -55.4% | -57.2% |
| YTD | -19.9% | +8.7% | -28.6% | -27.8% |
| 1Y | -11.5% | +12.6% | -24.1% | -23.7% |
| 3Y | +258.1% | +65.2% | +192.8% | +96.9% |
| All | +74.8% | +45.1% | +29.7% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling