+1,524.7%
MTZ vs VYM
+498.6%
+1,026.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.1% |
| 7D | +5.0% | +3.7% | +1.3% | +0.3% |
| 30D | -6.0% | +3.7% | -9.7% | -10.7% |
| 3M | -36.1% | -0.7% | -35.4% | -35.8% |
| 6M | -56.9% | +7.2% | -64.1% | -60.8% |
| YTD | -15.9% | +16.9% | -32.9% | -31.6% |
| 1Y | -3.8% | +19.6% | -23.5% | -23.9% |
| 3Y | +272.3% | +74.6% | +197.7% | +85.2% |
| 5Y | +91.1% | +72.3% | +18.7% | -2.6% |
| 10Y | +426.0% | +206.5% | +219.5% | +37.9% |
| All | +1,524.7% | +498.6% | +1,026.1% | +147.8% |
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