+2,778.5%
MTZ vs VWO
+328.1%
+2,450.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.4% |
| 30D | -11.1% | +2.4% | -13.5% | -12.7% |
| 3M | -36.7% | +2.0% | -38.7% | -37.3% |
| 6M | -21.9% | +10.7% | -32.6% | -27.5% |
| YTD | +9.1% | +14.4% | -5.3% | -1.3% |
| 1Y | +30.0% | +22.7% | +7.3% | +11.6% |
| 3Y | +138.5% | +64.2% | +74.2% | +65.2% |
| 5Y | +158.3% | +35.8% | +122.6% | +106.4% |
| 10Y | +700.8% | +114.7% | +586.1% | +354.8% |
| All | +2,778.5% | +328.1% | +2,450.4% | +923.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling