+2,274.1%
MTZ vs VMC
+3,502.6%
-1,228.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +10.1% |
| 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% | -33.6% |
| 6M | -59.8% | -4.0% | -55.8% | -59.8% |
| YTD | -19.9% | -0.3% | -19.6% | -22.2% |
| 1Y | -11.5% | -0.5% | -11.0% | -13.8% |
| 3Y | +258.1% | +39.6% | +218.5% | +191.1% |
| 5Y | +85.5% | +50.1% | +35.5% | +42.1% |
| 10Y | +492.2% | +163.9% | +328.2% | +224.5% |
| All | +2,274.1% | +3,502.6% | -1,228.5% | +395.4% |
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 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