+2,008.4%
MTZ vs VYM
+492.8%
+1,515.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.1% | -0.5% | -10.5% | -10.5% |
| 3M | -36.7% | +3.0% | -39.7% | -39.1% |
| 6M | -21.9% | +8.2% | -30.2% | -29.4% |
| YTD | +9.1% | +15.8% | -6.7% | -9.8% |
| 1Y | +30.0% | +20.8% | +9.1% | +2.1% |
| 3Y | +138.5% | +65.3% | +73.2% | +28.1% |
| 5Y | +158.3% | +76.6% | +81.8% | +28.3% |
| 10Y | +700.8% | +203.9% | +496.9% | +113.3% |
| All | +2,008.4% | +492.8% | +1,515.5% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling