+224.6%
VT vs MTZ
+465.6%
-240.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.2% |
| 7D | -0.7% | +12.9% | -13.6% | -3.3% |
| 30D | -1.7% | -8.5% | +6.8% | -0.6% |
| 3M | -2.3% | -30.6% | +28.3% | +4.3% |
| 6M | +1.5% | -55.1% | +56.6% | +17.2% |
| YTD | +12.0% | -13.0% | +25.0% | +11.1% |
| 1Y | +12.9% | -4.3% | +17.1% | +9.5% |
| 3Y | +74.9% | +284.0% | -209.1% | +20.4% |
| 5Y | +59.9% | +97.7% | -37.7% | +23.2% |
| 10Y | +224.6% | +444.4% | -219.8% | +89.7% |
| All | +224.6% | +465.6% | -240.9% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling