+710.1%
VTV vs MTZ
+1,731.2%
-1,021.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -1.3% | -14.8% | +13.5% | +1.4% |
| 3M | +5.6% | -30.8% | +36.4% | +11.3% |
| 6M | +12.4% | -22.6% | +35.0% | +15.5% |
| YTD | +17.6% | +6.8% | +10.8% | +13.6% |
| 1Y | +23.5% | +22.1% | +1.4% | +15.9% |
| 3Y | +67.0% | +153.1% | -86.1% | +32.2% |
| 5Y | +80.5% | +161.4% | -80.9% | +38.5% |
| 10Y | +230.6% | +723.1% | -492.5% | +94.0% |
| All | +710.1% | +1,731.2% | -1,021.2% | +266.3% |
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