+1,788.5%
MTZ vs VO
+827.2%
+961.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -36.7% | +2.9% | -39.6% | -38.6% |
| 6M | -21.9% | +9.3% | -31.3% | -29.5% |
| YTD | +9.1% | +14.2% | -5.1% | -6.7% |
| 1Y | +30.0% | +15.3% | +14.7% | +10.4% |
| 3Y | +138.5% | +56.2% | +82.2% | +45.4% |
| 5Y | +158.3% | +42.4% | +115.9% | +74.7% |
| 10Y | +700.8% | +194.7% | +506.0% | +138.1% |
| All | +1,788.5% | +827.2% | +961.2% | +58.8% |
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 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