+145.5%
MTZ vs VLTO
+54.7%
+90.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.6% | -16.0% | -15.6% |
| 7D | -7.4% | +13.8% | -21.2% | -11.9% |
| 30D | -23.6% | +21.2% | -44.8% | -29.2% |
| 3M | -38.3% | +21.5% | -59.8% | -43.0% |
| 6M | -60.6% | +33.0% | -93.6% | -65.8% |
| YTD | -22.9% | +17.8% | -40.7% | -28.0% |
| 1Y | -14.3% | +18.1% | -32.4% | -20.4% |
| 3Y | +225.0% | +67.6% | +157.4% | +120.8% |
| All | +145.5% | +54.7% | +90.7% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling