+87.2%
MTZ vs VT
+60.6%
+26.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.7% | -17.1% | -17.9% |
| 7D | -7.4% | -0.3% | -7.1% | -7.6% |
| 30D | -23.6% | -1.4% | -22.2% | -22.3% |
| 3M | -38.3% | -1.4% | -36.9% | -37.3% |
| 6M | -60.6% | +5.5% | -66.1% | -63.4% |
| YTD | -22.9% | +12.8% | -35.7% | -34.9% |
| 1Y | -14.3% | +15.4% | -29.7% | -29.8% |
| 3Y | +225.0% | +76.9% | +148.1% | +59.2% |
| 5Y | +87.2% | +60.4% | +26.8% | +2.9% |
| All | +87.2% | +60.6% | +26.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling