+377.4%
VT vs MTZ
+1,973.3%
-1,595.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +1.0% | -11.1% | +12.1% | +3.5% |
| 3M | +2.4% | -36.7% | +39.1% | +12.0% |
| 6M | +12.0% | -21.9% | +33.9% | +16.0% |
| YTD | +15.3% | +9.1% | +6.2% | +9.9% |
| 1Y | +22.6% | +30.0% | -7.4% | +11.4% |
| 3Y | +74.7% | +138.5% | -63.8% | +31.4% |
| 5Y | +66.1% | +158.3% | -92.2% | +18.7% |
| 10Y | +225.0% | +700.8% | -475.8% | +57.4% |
| All | +377.4% | +1,973.3% | -1,595.9% | +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