+27.9%
VTV vs MTZ
-14.7%
+42.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.4% | +16.9% | +2.2% |
| 7D | +1.8% | -7.4% | +9.2% | +1.9% |
| 30D | +6.0% | -23.6% | +29.6% | +7.4% |
| 3M | +3.7% | -38.3% | +42.0% | +6.5% |
| 6M | +13.9% | -60.6% | +74.5% | +21.2% |
| YTD | +22.8% | -22.9% | +45.7% | +20.1% |
| 1Y | +27.9% | -14.3% | +42.1% | +23.1% |
| All | +27.9% | -14.7% | +42.6% | +23.1% |
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