-14.3%
MTZ vs VTR
+22.5%
-36.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.5% | -17.9% | -14.5% |
| 7D | -7.4% | +10.0% | -17.4% | -4.3% |
| 30D | -23.6% | +9.6% | -33.2% | -21.1% |
| 3M | -38.3% | -1.2% | -37.1% | -38.1% |
| 6M | -60.6% | +2.8% | -63.4% | -60.4% |
| YTD | -22.9% | +17.4% | -40.3% | -25.6% |
| 1Y | -14.3% | +22.0% | -36.3% | -18.1% |
| All | -14.3% | +22.5% | -36.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling