+2,723.0%
VRT vs MTZ
+407.4%
+2,315.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.2% | +3.2% |
| 7D | +9.1% | -1.6% | +10.7% | +10.0% |
| 30D | +0.9% | -11.1% | +12.0% | +7.2% |
| 3M | -13.4% | -36.7% | +23.3% | +8.0% |
| 6M | +11.7% | -21.9% | +33.6% | +25.4% |
| YTD | +73.2% | +9.1% | +64.1% | +63.9% |
| 1Y | +123.4% | +30.0% | +93.5% | +94.8% |
| 3Y | +606.2% | +138.5% | +467.7% | +389.4% |
| 5Y | +899.9% | +158.3% | +741.5% | +553.2% |
| All | +2,723.0% | +407.4% | +2,315.7% | +1,095.4% |
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