+22.9%
VTV vs MTZ
+26.3%
-3.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.2% |
| 30D | -1.0% | -14.5% | +13.5% | +0.1% |
| 3M | +4.6% | -32.9% | +37.6% | +7.3% |
| 6M | +13.5% | -20.8% | +34.4% | +13.6% |
| YTD | +18.5% | +10.6% | +7.9% | +14.1% |
| 1Y | +22.9% | +27.1% | -4.2% | +16.2% |
| All | +22.9% | +26.3% | -3.4% | +16.2% |
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