+414.3%
VUG vs MTZ
+773.6%
-359.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.1% |
| 7D | -0.5% | +1.4% | -1.8% | -0.8% |
| 30D | -1.0% | -14.5% | +13.5% | +2.3% |
| 3M | +3.5% | -32.9% | +36.5% | +11.4% |
| 6M | +14.2% | -20.8% | +35.0% | +17.6% |
| YTD | +8.5% | +10.6% | -2.1% | +2.9% |
| 1Y | +12.9% | +27.1% | -14.2% | +3.2% |
| 3Y | +85.6% | +166.1% | -80.5% | +38.9% |
| 5Y | +78.1% | +170.7% | -92.5% | +29.1% |
| All | +414.3% | +773.6% | -359.2% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling