+739.9%
MTZ vs VMC
+149.2%
+590.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.8% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -9.6% | -9.1% | -0.5% | -4.5% |
| 3M | -31.9% | -4.1% | -27.8% | -31.3% |
| 6M | -13.8% | -5.5% | -8.3% | -12.5% |
| YTD | +13.3% | -8.9% | +22.2% | +16.7% |
| 1Y | +39.3% | -12.9% | +52.2% | +47.6% |
| 3Y | +168.3% | +22.1% | +146.2% | +128.5% |
| 5Y | +166.4% | +52.7% | +113.7% | +92.3% |
| 10Y | +739.9% | +152.7% | +587.2% | +321.3% |
| All | +739.9% | +149.2% | +590.7% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling