+95.0%
MTZ vs VMC
+42.8%
+52.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +5.0% | -1.3% | +6.3% | +5.8% |
| 30D | -6.0% | +15.5% | -21.5% | -13.7% |
| 3M | -36.1% | +0.6% | -36.7% | -36.9% |
| 6M | -56.9% | +2.1% | -58.9% | -58.4% |
| YTD | -15.9% | -1.6% | -14.3% | -18.1% |
| 1Y | -3.8% | -1.2% | -2.7% | -6.5% |
| 3Y | +272.3% | +35.3% | +236.9% | +200.2% |
| All | +95.0% | +42.8% | +52.2% | +44.9% |
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