+170.2%
VEA vs MTZ
+1,589.0%
-1,418.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +0.4% | -10.3% | +10.7% | +2.7% |
| 3M | +4.8% | -31.8% | +36.6% | +12.6% |
| 6M | +11.3% | -19.2% | +30.4% | +14.5% |
| YTD | +17.4% | +10.7% | +6.7% | +12.0% |
| 1Y | +26.2% | +37.5% | -11.3% | +14.0% |
| 3Y | +77.7% | +162.4% | -84.6% | +32.1% |
| 5Y | +60.9% | +166.3% | -105.4% | +15.4% |
| 10Y | +163.6% | +753.2% | -589.6% | +28.5% |
| All | +170.2% | +1,589.0% | -1,418.8% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling