+444.4%
MTZ vs TAP
-47.8%
+492.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +12.9% | -8.0% | +20.9% | +15.6% |
| 30D | -8.5% | +4.1% | -12.6% | -10.4% |
| 3M | -30.6% | -4.4% | -26.3% | -30.4% |
| 6M | -55.1% | -1.9% | -53.2% | -55.9% |
| YTD | -13.0% | -12.1% | -0.9% | -11.8% |
| 1Y | -4.3% | -12.0% | +7.8% | -3.3% |
| 3Y | +284.0% | -25.0% | +309.1% | +301.0% |
| 5Y | +97.7% | -1.1% | +98.7% | +73.9% |
| 10Y | +444.4% | -47.6% | +492.0% | +391.0% |
| All | +444.4% | -47.8% | +492.3% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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