+1,286.1%
MTZ vs VO
+797.8%
+488.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.7% | +9.7% |
| 7D | -6.4% | -2.6% | -3.9% | -3.5% |
| 30D | -22.1% | -0.9% | -21.1% | -21.4% |
| 3M | -32.7% | -3.0% | -29.7% | -30.1% |
| 6M | -59.8% | +2.2% | -62.0% | -60.8% |
| YTD | -19.9% | +10.6% | -30.5% | -28.8% |
| 1Y | -11.5% | +12.5% | -24.0% | -22.9% |
| 3Y | +258.1% | +61.4% | +196.7% | +109.0% |
| 5Y | +85.5% | +33.4% | +52.1% | +35.6% |
| 10Y | +492.2% | +201.5% | +290.6% | +71.1% |
| All | +1,286.1% | +797.8% | +488.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling