+226.9%
MTZ vs VT
+69.4%
+157.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | +2.1% |
| 7D | -10.6% | -4.2% | -6.4% | -4.4% |
| 30D | -30.4% | -5.8% | -24.6% | -23.0% |
| 3M | -40.4% | -5.2% | -35.2% | -34.7% |
| 6M | -63.7% | +0.1% | -63.8% | -63.8% |
| YTD | -26.9% | +8.2% | -35.1% | -37.0% |
| 1Y | -20.2% | +10.1% | -30.3% | -33.2% |
| All | +226.9% | +69.4% | +157.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling