+874.3%
MTZ vs VTR
+1,512.0%
-637.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | +1.4% | +11.5% | +12.4% |
| 30D | -8.5% | +8.2% | -16.8% | -11.1% |
| 3M | -30.6% | +4.6% | -35.2% | -31.9% |
| 6M | -55.1% | +4.3% | -59.4% | -56.4% |
| YTD | -13.0% | +19.0% | -32.0% | -18.9% |
| 1Y | -4.3% | +21.6% | -25.9% | -11.5% |
| 3Y | +284.0% | +132.2% | +151.9% | +185.8% |
| 5Y | +97.7% | +94.4% | +3.3% | +54.7% |
| 10Y | +444.4% | +133.5% | +311.0% | +274.4% |
| All | +874.3% | +1,512.0% | -637.7% | +382.4% |
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 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