+247.4%
MTZ vs VLTO
+27.2%
+220.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | -11.1% | -0.9% | -10.2% | -10.9% |
| 3M | -36.7% | +13.8% | -50.5% | -41.8% |
| 6M | -21.9% | +2.0% | -23.9% | -23.5% |
| YTD | +9.1% | -3.2% | +12.3% | +10.3% |
| 1Y | +30.0% | -9.2% | +39.1% | +37.0% |
| All | +247.4% | +27.2% | +220.2% | +180.0% |
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