+1,468.5%
MTZ vs VEU
+168.5%
+1,299.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.3% |
| 7D | -6.4% | -1.6% | -4.8% | -5.1% |
| 30D | -22.1% | -4.3% | -17.7% | -18.5% |
| 3M | -32.7% | -5.8% | -26.8% | -28.4% |
| 6M | -59.8% | -4.4% | -55.4% | -57.6% |
| YTD | -19.9% | +8.7% | -28.6% | -26.2% |
| 1Y | -11.5% | +12.6% | -24.1% | -21.4% |
| 3Y | +258.1% | +65.2% | +192.8% | +117.6% |
| 5Y | +85.5% | +45.5% | +40.0% | +28.8% |
| 10Y | +492.2% | +142.7% | +349.4% | +159.5% |
| All | +1,468.5% | +168.5% | +1,299.9% | +724.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling