+737.1%
MTZ vs VRSK
+125.6%
+611.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | 0.0% | -7.7% | +7.7% | +2.3% |
| 30D | -14.8% | -2.8% | -12.0% | -14.5% |
| 3M | -30.8% | -3.7% | -27.1% | -31.4% |
| 6M | -22.6% | -12.8% | -9.9% | -21.1% |
| YTD | +6.8% | -21.0% | +27.8% | +12.7% |
| 1Y | +22.1% | -32.5% | +54.6% | +37.6% |
| 3Y | +153.1% | -26.5% | +179.6% | +162.5% |
| 5Y | +161.4% | -11.5% | +172.9% | +137.2% |
| All | +737.1% | +125.6% | +611.4% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling