+1,411.0%
MTZ vs VIG
+655.8%
+755.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.5% |
| 7D | +12.9% | -0.3% | +13.2% | +13.6% |
| 30D | -8.5% | +4.9% | -13.5% | -15.1% |
| 3M | -30.6% | +2.9% | -33.5% | -33.9% |
| 6M | -55.1% | +11.2% | -66.3% | -61.6% |
| YTD | -13.0% | +16.0% | -28.9% | -29.5% |
| 1Y | -4.3% | +17.0% | -21.2% | -23.2% |
| 3Y | +284.0% | +66.9% | +217.2% | +93.7% |
| 5Y | +97.7% | +65.8% | +31.8% | +0.6% |
| 10Y | +444.4% | +263.6% | +180.8% | -4.2% |
| All | +1,411.0% | +655.8% | +755.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling