-10.0%
MTZ vs VLTO
+20.4%
-30.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.3% |
| 7D | -8.7% | +1.6% | -10.3% | -8.3% |
| 30D | -15.0% | +22.0% | -36.9% | -9.3% |
| 3M | -32.6% | +21.9% | -54.5% | -28.0% |
| 6M | -56.3% | +36.5% | -92.9% | -52.3% |
| YTD | -16.8% | +19.0% | -35.8% | -7.7% |
| 1Y | -10.0% | +21.0% | -31.0% | +0.2% |
| All | -10.0% | +20.4% | -30.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling