+95.0%
MTZ vs VO
+36.2%
+58.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +3.1% | +1.9% | +1.0% |
| 30D | -6.0% | +2.2% | -8.2% | -8.9% |
| 3M | -36.1% | -2.5% | -33.6% | -33.9% |
| 6M | -56.9% | +7.0% | -63.8% | -60.4% |
| YTD | -15.9% | +14.0% | -29.9% | -28.8% |
| 1Y | -3.8% | +15.6% | -19.5% | -19.9% |
| 3Y | +272.3% | +66.2% | +206.1% | +110.7% |
| All | +95.0% | +36.2% | +58.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling