+48.5%
MTZ vs VG
-39.3%
+87.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -11.1% | +16.0% | -27.1% | -12.7% |
| 3M | -36.7% | +9.7% | -46.4% | -37.8% |
| 6M | -21.9% | +29.6% | -51.5% | -27.5% |
| YTD | +9.1% | +112.0% | -102.9% | -9.7% |
| 1Y | +30.0% | +12.8% | +17.2% | +22.5% |
| All | +48.5% | -39.3% | +87.8% | +62.1% |
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