+1,121.6%
MTZ vs VTR
+1,499.7%
-378.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.7% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | -11.1% | -2.4% | -8.6% | -10.5% |
| 3M | -36.7% | +14.8% | -51.5% | -40.1% |
| 6M | -21.9% | +5.3% | -27.3% | -24.1% |
| YTD | +9.1% | +18.1% | -9.0% | +2.3% |
| 1Y | +30.0% | +36.7% | -6.8% | +16.0% |
| 3Y | +138.5% | +130.1% | +8.4% | +78.6% |
| 5Y | +158.3% | +89.5% | +68.9% | +104.3% |
| 10Y | +700.8% | +87.4% | +613.4% | +486.2% |
| All | +1,121.6% | +1,499.7% | -378.2% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling