+948.7%
VTI vs MTZ
+1,751.4%
-802.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.4% | +2.3% | -2.6% | -0.7% |
| 30D | -1.6% | -10.3% | +8.7% | 0.0% |
| 3M | +3.6% | -31.8% | +35.4% | +9.0% |
| 6M | +13.0% | -19.2% | +32.2% | +15.3% |
| YTD | +12.7% | +10.7% | +2.0% | +8.8% |
| 1Y | +18.4% | +37.5% | -19.2% | +9.9% |
| 3Y | +76.4% | +162.4% | -85.9% | +43.6% |
| 5Y | +73.7% | +166.3% | -92.6% | +38.6% |
| 10Y | +302.5% | +753.2% | -450.7% | +155.5% |
| All | +948.7% | +1,751.4% | -802.7% | +433.0% |
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