+1,250.4%
VUG vs MTZ
+1,770.6%
-520.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | -0.3% | -11.1% | +10.8% | +1.7% |
| 3M | -0.7% | -36.7% | +36.0% | +6.8% |
| 6M | +14.6% | -21.9% | +36.6% | +18.0% |
| YTD | +9.0% | +9.1% | -0.1% | +5.0% |
| 1Y | +14.9% | +30.0% | -15.1% | +6.7% |
| 3Y | +86.0% | +138.5% | -52.4% | +50.2% |
| 5Y | +76.7% | +158.3% | -81.7% | +38.0% |
| 10Y | +411.3% | +700.8% | -289.5% | +206.7% |
| All | +1,250.4% | +1,770.6% | -520.2% | +515.1% |
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 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