+2,118.2%
MTZ vs VWO
+293.6%
+1,824.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +5.0% | +2.0% | +3.0% | +3.5% |
| 30D | -6.0% | -4.3% | -1.7% | -2.6% |
| 3M | -36.1% | -6.4% | -29.7% | -32.5% |
| 6M | -56.9% | -5.6% | -51.2% | -54.5% |
| YTD | -15.9% | +5.2% | -21.1% | -18.6% |
| 1Y | -3.8% | +5.2% | -9.0% | -6.7% |
| 3Y | +272.3% | +55.5% | +216.7% | +169.7% |
| 5Y | +91.1% | +25.6% | +65.5% | +62.8% |
| 10Y | +426.0% | +110.8% | +315.2% | +206.7% |
| All | +2,118.2% | +293.6% | +1,824.6% | +745.3% |
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 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