-14.3%
MTZ vs VG
+47.2%
-61.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -7.7% | -7.7% | -15.7% |
| 7D | -7.4% | -16.4% | +9.0% | -8.2% |
| 30D | -23.6% | -10.8% | -12.8% | -24.0% |
| 3M | -38.3% | -6.3% | -32.0% | -38.2% |
| 6M | -60.6% | -12.5% | -48.1% | -60.4% |
| YTD | -22.9% | +76.9% | -99.8% | -24.7% |
| 1Y | -14.3% | +51.8% | -66.1% | -14.5% |
| All | -14.3% | +47.2% | -61.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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