-14.3%
MTZ vs VNQ
+14.0%
-28.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.2% | -18.6% | -15.0% |
| 7D | -7.4% | +6.8% | -14.2% | -7.3% |
| 30D | -23.6% | +10.0% | -33.6% | -23.9% |
| 3M | -38.3% | 0.0% | -38.3% | -37.7% |
| 6M | -60.6% | +4.5% | -65.1% | -61.3% |
| YTD | -22.9% | +13.9% | -36.8% | -27.8% |
| 1Y | -14.3% | +14.1% | -28.3% | -19.9% |
| All | -14.3% | +14.0% | -28.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling