+404.4%
MTZ vs VIG
+262.6%
+141.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +16.5% | +3.1% | +13.4% | +11.9% |
| 30D | -10.2% | +5.0% | -15.2% | -16.6% |
| 3M | -34.2% | +2.7% | -36.8% | -37.0% |
| 6M | -56.0% | +11.0% | -66.9% | -62.1% |
| YTD | -14.8% | +16.0% | -30.8% | -30.8% |
| 1Y | -7.2% | +16.3% | -23.5% | -24.7% |
| 3Y | +275.8% | +66.8% | +208.9% | +93.8% |
| 5Y | +93.5% | +64.8% | +28.7% | +1.7% |
| All | +404.4% | +262.6% | +141.7% | -17.2% |
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