-6.0%
MTZ vs VFC
+42.4%
-48.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.1% |
| 7D | -2.4% | +7.7% | -10.1% | -3.8% |
| 30D | -11.1% | +39.2% | -50.3% | -16.8% |
| 3M | -30.6% | +40.3% | -70.9% | -35.3% |
| 6M | -54.4% | +11.4% | -65.7% | -55.5% |
| YTD | -13.0% | +17.5% | -30.6% | -18.0% |
| All | -6.0% | +42.4% | -48.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling