+24.5%
VEA vs MTZ
+26.3%
-1.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.5% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | -0.8% | -14.5% | +13.6% | +1.7% |
| 3M | +2.5% | -32.9% | +35.4% | +8.5% |
| 6M | +11.1% | -20.8% | +32.0% | +13.0% |
| YTD | +17.2% | +10.6% | +6.6% | +13.1% |
| 1Y | +24.5% | +27.1% | -2.6% | +16.2% |
| All | +24.5% | +26.3% | -1.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling