+688.8%
VRT vs MTZ
+92.0%
+596.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +3.0% |
| 7D | +18.6% | +16.5% | +2.2% | +6.5% |
| 30D | -11.7% | -10.2% | -1.5% | -4.8% |
| 3M | -27.3% | -34.2% | +6.9% | -3.2% |
| 6M | -42.9% | -56.0% | +13.1% | -2.1% |
| YTD | +29.5% | -14.8% | +44.3% | +38.4% |
| 1Y | +21.0% | -7.2% | +28.3% | +22.3% |
| 3Y | +403.1% | +275.8% | +127.4% | +146.3% |
| 5Y | +688.8% | +93.5% | +595.3% | +383.0% |
| All | +688.8% | +92.0% | +596.8% | +383.0% |
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