+267.1%
MTZ vs VTR
+131.8%
+135.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.4% |
| 7D | -8.7% | +3.8% | -12.5% | -9.1% |
| 30D | -15.0% | +10.1% | -25.1% | -16.1% |
| 3M | -32.6% | -1.2% | -31.4% | -32.4% |
| 6M | -56.3% | +4.8% | -61.1% | -57.3% |
| YTD | -16.8% | +18.9% | -35.7% | -22.0% |
| 1Y | -10.0% | +21.8% | -31.9% | -16.5% |
| 3Y | +267.1% | +132.0% | +135.1% | +121.8% |
| All | +267.1% | +131.8% | +135.3% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling