+166.4%
MTZ vs VTR
+91.4%
+75.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +3.6% | -2.4% | +5.9% | +4.5% |
| 30D | -9.6% | -3.7% | -5.9% | -8.4% |
| 3M | -31.9% | +13.5% | -45.5% | -36.8% |
| 6M | -13.8% | +7.2% | -21.0% | -18.1% |
| YTD | +13.3% | +17.6% | -4.3% | +3.0% |
| 1Y | +39.3% | +35.4% | +3.9% | +17.6% |
| 3Y | +168.3% | +132.8% | +35.5% | +62.2% |
| 5Y | +166.4% | +88.7% | +77.7% | +65.4% |
| All | +166.4% | +91.4% | +75.0% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling