+573.1%
VRT vs MTZ
+160.8%
+412.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -8.0% |
| 7D | +2.4% | +2.3% | +0.1% | +0.9% |
| 30D | -2.7% | -10.3% | +7.6% | +5.5% |
| 3M | -9.2% | -31.8% | +22.7% | +16.4% |
| 6M | -0.5% | -19.2% | +18.7% | +11.5% |
| YTD | +62.3% | +10.7% | +51.6% | +41.8% |
| 1Y | +109.6% | +37.5% | +72.0% | +55.3% |
| All | +573.1% | +160.8% | +412.3% | +351.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling