-11.5%
MTZ vs VLTO
+18.3%
-29.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.1% | +9.7% |
| 7D | -6.4% | +5.4% | -11.8% | -5.1% |
| 30D | -22.1% | +22.3% | -44.4% | -16.7% |
| 3M | -32.7% | +19.6% | -52.3% | -28.5% |
| 6M | -59.8% | +35.2% | -95.0% | -56.2% |
| YTD | -19.9% | +17.9% | -37.8% | -11.3% |
| 1Y | -11.5% | +19.5% | -31.0% | -1.5% |
| All | -11.5% | +18.3% | -29.7% | -1.5% |
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