+3,134.4%
MTZ vs VFC
+845.1%
+2,289.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.0% |
| 30D | -11.1% | -11.6% | +0.5% | -6.6% |
| 3M | -36.7% | -18.1% | -18.6% | -32.2% |
| 6M | -21.9% | -27.4% | +5.4% | -13.0% |
| YTD | +9.1% | -24.8% | +33.9% | +18.8% |
| 1Y | +30.0% | -8.2% | +38.2% | +28.1% |
| 3Y | +138.5% | -29.1% | +167.6% | +121.6% |
| 5Y | +158.3% | -79.2% | +237.5% | +299.4% |
| 10Y | +700.8% | -68.1% | +768.9% | +893.2% |
| All | +3,134.4% | +845.1% | +2,289.3% | +1,179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling