+501.4%
MTZ vs VFC
-46.8%
+548.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | -6.4% | +11.2% | -17.6% | -10.2% |
| 30D | -22.1% | +41.5% | -63.6% | -31.9% |
| 3M | -32.7% | +38.9% | -71.6% | -41.0% |
| 6M | -59.8% | +6.1% | -66.0% | -61.5% |
| YTD | -19.9% | +14.5% | -34.5% | -26.5% |
| 1Y | -11.5% | +46.0% | -57.4% | -26.4% |
| 3Y | +258.1% | +36.4% | +221.7% | +157.4% |
| 5Y | +85.5% | -67.5% | +153.1% | +172.2% |
| All | +501.4% | -46.8% | +548.2% | +622.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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