+398.0%
MTZ vs VNQ
+83.2%
+314.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +0.8% | +4.2% | +4.4% |
| 30D | -6.0% | +6.8% | -12.8% | -11.6% |
| 3M | -36.1% | -1.3% | -34.8% | -35.9% |
| 6M | -56.9% | +2.4% | -59.2% | -58.4% |
| YTD | -15.9% | +12.1% | -28.0% | -25.2% |
| 1Y | -3.8% | +12.0% | -15.8% | -14.4% |
| 3Y | +272.3% | +44.8% | +227.5% | +163.8% |
| 5Y | +91.1% | +6.9% | +84.2% | +74.2% |
| All | +398.0% | +83.2% | +314.8% | +225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling