+73.4%
VT vs MTZ
+271.0%
-197.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +2.4% | +5.0% | -2.6% | +1.5% |
| 30D | -1.5% | -6.0% | +4.5% | -1.0% |
| 3M | -4.1% | -36.1% | +32.0% | +2.8% |
| 6M | +0.6% | -56.9% | +57.4% | +14.9% |
| YTD | +11.0% | -15.9% | +26.9% | +9.8% |
| 1Y | +13.3% | -3.8% | +17.2% | +8.8% |
| 3Y | +73.4% | +272.3% | -198.9% | +32.5% |
| All | +73.4% | +271.0% | -197.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling