+492.6%
MTZ vs VIG
+267.0%
+225.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +5.3% |
| 7D | -2.4% | +0.4% | -2.8% | -3.4% |
| 30D | -11.1% | +4.3% | -15.4% | -16.6% |
| 3M | -30.6% | +2.0% | -32.7% | -33.1% |
| 6M | -54.4% | +10.2% | -64.6% | -60.3% |
| YTD | -13.0% | +14.8% | -27.8% | -28.3% |
| 1Y | -5.7% | +17.5% | -23.1% | -24.5% |
| 3Y | +297.2% | +67.4% | +229.8% | +104.1% |
| 5Y | +95.9% | +63.4% | +32.5% | +4.2% |
| 10Y | +492.6% | +259.9% | +232.7% | +0.8% |
| All | +492.6% | +267.0% | +225.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling