+739.9%
MTZ vs VIG
+240.3%
+499.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.9% |
| 7D | +3.6% | -0.4% | +4.0% | +4.0% |
| 30D | -9.6% | -2.1% | -7.6% | -7.2% |
| 3M | -31.9% | +3.3% | -35.3% | -34.9% |
| 6M | -13.8% | +9.3% | -23.1% | -23.5% |
| YTD | +13.3% | +10.1% | +3.1% | -0.6% |
| 1Y | +39.3% | +14.7% | +24.6% | +16.4% |
| 3Y | +168.3% | +56.9% | +111.4% | +51.6% |
| 5Y | +166.4% | +62.9% | +103.5% | +43.5% |
| 10Y | +739.9% | +241.3% | +498.6% | +67.9% |
| All | +739.9% | +240.3% | +499.6% | +67.9% |
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