+18.4%
MTZ vs VG
-46.6%
+65.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +4.0% |
| 7D | +12.9% | +5.5% | +7.4% | +12.2% |
| 30D | -8.5% | -3.6% | -5.0% | -8.3% |
| 3M | -30.6% | -4.0% | -26.6% | -30.5% |
| 6M | -55.1% | +9.4% | -64.5% | -56.3% |
| YTD | -13.0% | +86.6% | -99.6% | -27.2% |
| 1Y | -4.3% | +69.5% | -73.8% | -18.6% |
| All | +18.4% | -46.6% | +65.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling