+166.3%
MTZ vs VWO
+35.7%
+130.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | +2.3% | +0.2% | +2.1% | +2.1% |
| 30D | -10.3% | +0.9% | -11.2% | -11.1% |
| 3M | -31.8% | +4.3% | -36.1% | -34.4% |
| 6M | -19.2% | +10.5% | -29.7% | -27.0% |
| YTD | +10.7% | +13.4% | -2.6% | -2.7% |
| 1Y | +37.5% | +18.6% | +19.0% | +15.9% |
| 3Y | +162.4% | +65.8% | +96.6% | +60.1% |
| 5Y | +166.3% | +35.2% | +131.1% | +83.3% |
| All | +166.3% | +35.7% | +130.6% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling