+2,235.4%
VGT vs MTZ
+1,731.2%
+504.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -0.4% | -14.8% | +14.4% | +2.9% |
| 3M | +6.6% | -30.8% | +37.4% | +14.0% |
| 6M | +31.0% | -22.6% | +53.7% | +36.4% |
| YTD | +27.2% | +6.8% | +20.4% | +23.4% |
| 1Y | +34.5% | +22.1% | +12.3% | +26.5% |
| 3Y | +123.1% | +153.1% | -30.0% | +76.0% |
| 5Y | +135.1% | +161.4% | -26.3% | +80.8% |
| 10Y | +803.4% | +723.1% | +80.3% | +420.3% |
| All | +2,235.4% | +1,731.2% | +504.1% | +893.1% |
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