+59.9%
VEA vs MTZ
+168.2%
-108.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.4% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | -0.8% | -14.5% | +13.6% | +1.8% |
| 3M | +2.5% | -32.9% | +35.4% | +8.8% |
| 6M | +11.1% | -20.8% | +32.0% | +14.1% |
| YTD | +17.2% | +10.6% | +6.6% | +13.0% |
| 1Y | +24.5% | +27.1% | -2.6% | +16.7% |
| 3Y | +75.4% | +166.1% | -90.7% | +40.0% |
| All | +59.9% | +168.2% | -108.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling