+349.1%
VT vs MTZ
+1,421.9%
-1,072.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.3% | -2.0% |
| 7D | -2.3% | -6.4% | +4.1% | -1.4% |
| 30D | -5.0% | -22.1% | +17.1% | 0.0% |
| 3M | -4.9% | -32.7% | +27.8% | +3.0% |
| 6M | -1.5% | -59.8% | +58.3% | +18.4% |
| YTD | +8.5% | -19.9% | +28.4% | +9.9% |
| 1Y | +11.4% | -11.5% | +22.8% | +9.9% |
| 3Y | +70.1% | +258.1% | -188.0% | +15.2% |
| 5Y | +53.7% | +85.5% | -31.8% | +17.5% |
| 10Y | +220.0% | +492.2% | -272.2% | +64.8% |
| All | +349.1% | +1,421.9% | -1,072.8% | +46.8% |
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