+157.9%
MTZ vs VO
+42.6%
+115.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | -11.1% | -0.3% | -10.7% | -10.5% |
| 3M | -36.7% | +2.9% | -39.6% | -38.8% |
| 6M | -21.9% | +9.3% | -31.3% | -30.1% |
| YTD | +9.1% | +14.2% | -5.1% | -7.8% |
| 1Y | +30.0% | +15.3% | +14.7% | +9.1% |
| 3Y | +138.5% | +56.2% | +82.2% | +44.1% |
| All | +157.9% | +42.6% | +115.3% | +69.1% |
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