+165.2%
MTZ vs VYM
+77.5%
+87.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +2.5% |
| 7D | +1.4% | -0.8% | +2.2% | +2.6% |
| 30D | -14.5% | -2.2% | -12.2% | -11.5% |
| 3M | -32.9% | +3.1% | -36.0% | -36.0% |
| 6M | -20.8% | +9.7% | -30.6% | -31.0% |
| YTD | +10.6% | +14.9% | -4.3% | -10.1% |
| 1Y | +27.1% | +17.6% | +9.5% | +0.3% |
| 3Y | +166.1% | +65.3% | +100.8% | +32.9% |
| All | +165.2% | +77.5% | +87.7% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling