+157.1%
MTZ vs VWO
+61.8%
+95.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -1.6% |
| 7D | 0.0% | -1.7% | +1.7% | +2.3% |
| 30D | -14.8% | -0.3% | -14.5% | -14.4% |
| 3M | -30.8% | +4.0% | -34.8% | -33.6% |
| 6M | -22.6% | +8.1% | -30.7% | -29.6% |
| YTD | +6.8% | +11.6% | -4.8% | -7.1% |
| 1Y | +22.1% | +16.2% | +5.9% | +1.4% |
| All | +157.1% | +61.8% | +95.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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