+219.8%
VT vs MTZ
+544.1%
-324.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.6% | -6.0% | +0.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | -2.6% | -11.1% | +8.5% | -0.9% |
| 3M | -3.2% | -30.6% | +27.4% | +3.3% |
| 6M | +0.9% | -54.4% | +55.3% | +16.1% |
| YTD | +11.3% | -13.0% | +24.3% | +10.5% |
| 1Y | +14.0% | -5.7% | +19.7% | +11.0% |
| 3Y | +75.8% | +297.2% | -221.3% | +20.3% |
| 5Y | +57.8% | +95.9% | -38.1% | +22.0% |
| 10Y | +219.8% | +492.6% | -272.8% | +87.9% |
| All | +219.8% | +544.1% | -324.3% | +87.9% |
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