+444.4%
MTZ vs VO
+202.1%
+242.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +2.9% |
| 7D | +12.9% | +0.2% | +12.7% | +12.8% |
| 30D | -8.5% | +2.0% | -10.6% | -11.0% |
| 3M | -30.6% | -0.3% | -30.3% | -30.3% |
| 6M | -55.1% | +7.3% | -62.4% | -58.9% |
| YTD | -13.0% | +15.0% | -28.0% | -27.1% |
| 1Y | -4.3% | +14.7% | -19.0% | -19.4% |
| 3Y | +284.0% | +67.3% | +216.8% | +107.6% |
| 5Y | +97.7% | +38.8% | +58.8% | +34.7% |
| 10Y | +444.4% | +201.6% | +242.8% | +15.8% |
| All | +444.4% | +202.1% | +242.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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