+156.5%
MTZ vs VIG
+58.6%
+97.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.9% |
| 7D | -1.6% | -0.4% | -1.1% | -0.9% |
| 30D | -11.1% | -1.0% | -10.1% | -9.7% |
| 3M | -36.7% | +2.8% | -39.5% | -39.7% |
| 6M | -21.9% | +8.2% | -30.1% | -32.1% |
| YTD | +9.1% | +11.0% | -1.9% | -9.5% |
| 1Y | +30.0% | +16.1% | +13.8% | 0.0% |
| All | +156.5% | +58.6% | +97.9% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling