+766.7%
MTZ vs VTEB
+17.9%
+748.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.2% |
| 7D | +1.4% | -0.9% | +2.3% | +2.2% |
| 30D | -14.5% | -2.5% | -12.0% | -12.6% |
| 3M | -32.9% | -3.0% | -30.0% | -31.2% |
| 6M | -20.8% | -2.1% | -18.7% | -19.3% |
| YTD | +10.6% | -1.5% | +12.1% | +12.2% |
| 1Y | +27.1% | +0.2% | +26.9% | +27.2% |
| 3Y | +166.1% | +8.6% | +157.6% | +149.7% |
| 5Y | +170.7% | +1.2% | +169.5% | +166.7% |
| All | +766.7% | +17.9% | +748.8% | +1,182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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