+137.9%
VGT vs MTZ
+168.2%
-30.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.1% |
| 7D | -0.2% | +1.4% | -1.5% | -0.6% |
| 30D | -0.4% | -14.5% | +14.0% | +4.2% |
| 3M | +4.4% | -32.9% | +37.4% | +15.9% |
| 6M | +32.1% | -20.8% | +52.9% | +38.1% |
| YTD | +28.8% | +10.6% | +18.2% | +20.5% |
| 1Y | +35.3% | +27.1% | +8.3% | +20.8% |
| 3Y | +124.8% | +166.1% | -41.4% | +58.1% |
| All | +137.9% | +168.2% | -30.3% | +57.9% |
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