+1,290.6%
MTZ vs VIG
+630.3%
+660.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +10.1% |
| 7D | -6.4% | -1.8% | -4.6% | -4.6% |
| 30D | -22.1% | +2.7% | -24.7% | -25.6% |
| 3M | -32.7% | 0.0% | -32.7% | -33.3% |
| 6M | -59.8% | +6.8% | -66.6% | -63.6% |
| YTD | -19.9% | +12.1% | -32.0% | -32.1% |
| 1Y | -11.5% | +14.8% | -26.3% | -27.3% |
| 3Y | +258.1% | +62.4% | +195.7% | +87.3% |
| 5Y | +85.5% | +59.6% | +26.0% | -0.5% |
| 10Y | +492.2% | +261.5% | +230.7% | +4.8% |
| All | +1,290.6% | +630.3% | +660.2% | +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 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