+26.2%
VTV vs MTZ
+30.9%
-4.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.4% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | +1.1% | -11.1% | +12.2% | +1.9% |
| 3M | +5.9% | -36.7% | +42.6% | +9.2% |
| 6M | +11.6% | -21.9% | +33.6% | +11.9% |
| YTD | +19.8% | +9.1% | +10.7% | +15.8% |
| 1Y | +26.2% | +30.0% | -3.7% | +19.9% |
| All | +26.2% | +30.9% | -4.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling