+9.0%
MTZ vs VG
-51.4%
+60.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.5% | +9.5% |
| 7D | -6.4% | -22.0% | +15.6% | -4.0% |
| 30D | -22.1% | -11.6% | -10.4% | -21.1% |
| 3M | -32.7% | -14.9% | -17.8% | -31.8% |
| 6M | -59.8% | -3.5% | -56.3% | -60.3% |
| YTD | -19.9% | +70.0% | -89.9% | -32.3% |
| 1Y | -11.5% | +50.0% | -61.5% | -23.6% |
| All | +9.0% | -51.4% | +60.3% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling