+1,578.1%
MTZ vs VTEB
+26.6%
+1,551.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.6% | -0.2% | +3.8% | +3.7% |
| 30D | -9.6% | -1.6% | -8.0% | -8.6% |
| 3M | -31.9% | -2.0% | -30.0% | -31.0% |
| 6M | -13.8% | -1.7% | -12.1% | -12.7% |
| YTD | +13.3% | -0.6% | +13.8% | +13.9% |
| 1Y | +39.3% | +1.8% | +37.5% | +37.8% |
| 3Y | +168.3% | +9.6% | +158.8% | +153.1% |
| 5Y | +166.4% | +2.1% | +164.3% | +160.7% |
| 10Y | +739.9% | +18.9% | +721.0% | +1,116.1% |
| All | +1,578.1% | +26.6% | +1,551.5% | +3,110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling