+3,134.4%
MTZ vs VMC
+3,246.6%
-112.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | -1.6% | -4.3% | +2.7% | +0.7% |
| 30D | -11.1% | -8.2% | -2.8% | -7.0% |
| 3M | -36.7% | -7.0% | -29.7% | -35.0% |
| 6M | -21.9% | -10.8% | -11.2% | -18.3% |
| YTD | +9.1% | -7.4% | +16.5% | +11.4% |
| 1Y | +30.0% | -9.5% | +39.4% | +34.3% |
| 3Y | +138.5% | +20.5% | +118.0% | +110.6% |
| 5Y | +158.3% | +51.6% | +106.8% | +98.3% |
| 10Y | +700.8% | +150.0% | +550.7% | +355.6% |
| All | +3,134.4% | +3,246.6% | -112.2% | +608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling