+3,428.6%
MTZ vs VNQ
+399.1%
+3,029.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +0.8% | +4.2% | +4.6% |
| 30D | -6.0% | +6.8% | -12.8% | -10.3% |
| 3M | -36.1% | -1.3% | -34.8% | -35.9% |
| 6M | -56.9% | +2.4% | -59.2% | -58.0% |
| YTD | -15.9% | +12.1% | -28.0% | -22.9% |
| 1Y | -3.8% | +12.0% | -15.8% | -11.7% |
| 3Y | +272.3% | +44.8% | +227.5% | +190.6% |
| 5Y | +91.1% | +6.9% | +84.2% | +80.6% |
| 10Y | +426.0% | +82.9% | +343.1% | +263.4% |
| All | +3,428.6% | +399.1% | +3,029.5% | +978.4% |
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 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