+449.0%
MTZ vs VT
+214.8%
+234.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | +0.6% |
| 7D | -10.6% | -4.2% | -6.4% | -5.7% |
| 30D | -30.4% | -5.8% | -24.6% | -24.6% |
| 3M | -40.4% | -5.2% | -35.2% | -36.0% |
| 6M | -63.7% | +0.1% | -63.8% | -63.6% |
| YTD | -26.9% | +8.2% | -35.1% | -34.2% |
| 1Y | -20.2% | +10.1% | -30.3% | -29.7% |
| 3Y | +208.1% | +69.7% | +138.5% | +57.5% |
| 5Y | +69.4% | +53.4% | +16.0% | -1.1% |
| All | +449.0% | +214.8% | +234.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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