+166.4%
MTZ vs VYM
+64.8%
+101.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.4% |
| 7D | +2.3% | -1.0% | +3.2% | +4.0% |
| 30D | -10.3% | -2.0% | -8.3% | -7.1% |
| 3M | -31.8% | +3.1% | -34.9% | -35.4% |
| 6M | -19.2% | +8.9% | -28.1% | -30.3% |
| YTD | +10.7% | +14.7% | -4.0% | -13.0% |
| 1Y | +37.5% | +19.4% | +18.1% | +1.3% |
| All | +166.4% | +64.8% | +101.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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