+2,036.8%
MTZ vs VEU
+192.1%
+1,844.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.8% |
| 30D | -11.1% | +2.2% | -13.3% | -13.0% |
| 3M | -36.7% | +3.0% | -39.7% | -38.0% |
| 6M | -21.9% | +10.9% | -32.8% | -29.4% |
| YTD | +9.1% | +18.2% | -9.1% | -7.8% |
| 1Y | +30.0% | +28.3% | +1.7% | +1.0% |
| 3Y | +138.5% | +74.6% | +63.8% | +37.1% |
| 5Y | +158.3% | +56.4% | +102.0% | +66.6% |
| 10Y | +700.8% | +153.0% | +547.8% | +235.1% |
| All | +2,036.8% | +192.1% | +1,844.7% | +929.7% |
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