+74.8%
MTZ vs VOO
+67.9%
+6.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.2% | +9.1% |
| 7D | -6.4% | -2.7% | -3.7% | -3.4% |
| 30D | -22.1% | -5.4% | -16.7% | -16.5% |
| 3M | -32.7% | -4.1% | -28.6% | -29.2% |
| 6M | -59.8% | +0.7% | -60.6% | -60.2% |
| YTD | -19.9% | +8.7% | -28.6% | -28.2% |
| 1Y | -11.5% | +11.0% | -22.4% | -22.6% |
| 3Y | +258.1% | +75.5% | +182.6% | +90.2% |
| All | +74.8% | +67.9% | +6.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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