+4,652.5%
MTZ vs VNQ
+392.1%
+4,260.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +3.6% | -0.4% | +3.9% | +3.8% |
| 30D | -9.6% | -2.5% | -7.1% | -8.2% |
| 3M | -31.9% | +1.4% | -33.3% | -33.0% |
| 6M | -13.8% | +4.6% | -18.4% | -16.8% |
| YTD | +13.3% | +10.5% | +2.7% | +5.3% |
| 1Y | +39.3% | +8.4% | +30.9% | +31.0% |
| 3Y | +168.3% | +32.4% | +135.9% | +123.1% |
| 5Y | +166.4% | +5.5% | +160.9% | +155.2% |
| 10Y | +739.9% | +59.1% | +680.8% | +531.8% |
| All | +4,652.5% | +392.1% | +4,260.5% | +1,372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling