+74.8%
MTZ vs VMC
+42.5%
+32.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +10.0% |
| 7D | -6.4% | +0.5% | -7.0% | -7.2% |
| 30D | -22.1% | +15.8% | -37.9% | -28.6% |
| 3M | -32.7% | +0.6% | -33.3% | -33.5% |
| 6M | -59.8% | -4.0% | -55.8% | -59.7% |
| YTD | -19.9% | -0.3% | -19.6% | -22.5% |
| 1Y | -11.5% | -0.5% | -11.0% | -14.2% |
| 3Y | +258.1% | +39.6% | +218.5% | +184.1% |
| All | +74.8% | +42.5% | +32.3% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling