+81.7%
VRT vs MTZ
+31.7%
+50.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.1% | -3.2% |
| 7D | -7.7% | 0.0% | -7.7% | -7.4% |
| 30D | -12.0% | -14.8% | +2.9% | -1.7% |
| 3M | -11.7% | -30.8% | +19.1% | +10.0% |
| 6M | -8.1% | -22.6% | +14.6% | +2.1% |
| YTD | +53.2% | +6.8% | +46.4% | +25.1% |
| 1Y | +81.7% | +22.1% | +59.5% | +15.6% |
| All | +81.7% | +31.7% | +50.0% | +15.6% |
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