+157.9%
MTZ vs VMC
+52.7%
+105.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | -1.6% | -4.3% | +2.7% | +0.8% |
| 30D | -11.1% | -8.2% | -2.8% | -6.9% |
| 3M | -36.7% | -7.0% | -29.7% | -35.1% |
| 6M | -21.9% | -10.8% | -11.2% | -18.2% |
| YTD | +9.1% | -7.4% | +16.5% | +10.8% |
| 1Y | +30.0% | -9.5% | +39.4% | +33.9% |
| 3Y | +138.5% | +20.5% | +118.0% | +106.7% |
| All | +157.9% | +52.7% | +105.2% | +92.4% |
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