+953.6%
VRT vs MTZ
+162.0%
+791.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -8.1% |
| 7D | +2.4% | +2.3% | +0.1% | +1.0% |
| 30D | -2.7% | -10.3% | +7.6% | +5.0% |
| 3M | -9.2% | -31.8% | +22.7% | +14.6% |
| 6M | -0.5% | -19.2% | +18.7% | +11.5% |
| YTD | +62.3% | +10.7% | +51.6% | +45.7% |
| 1Y | +109.6% | +37.5% | +72.0% | +62.5% |
| 3Y | +573.1% | +162.4% | +410.7% | +286.7% |
| 5Y | +953.6% | +166.3% | +787.3% | +434.2% |
| All | +953.6% | +162.0% | +791.6% | +434.2% |
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