+501.4%
MTZ vs TAP
-49.3%
+550.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.0% | +10.9% |
| 7D | -6.4% | +0.5% | -7.0% | -7.0% |
| 30D | -22.1% | +9.1% | -31.2% | -24.8% |
| 3M | -32.7% | -3.8% | -28.9% | -32.5% |
| 6M | -59.8% | -3.4% | -56.4% | -60.2% |
| YTD | -19.9% | -10.6% | -9.3% | -19.2% |
| 1Y | -11.5% | -4.4% | -7.1% | -13.3% |
| 3Y | +258.1% | -24.4% | +282.5% | +273.5% |
| 5Y | +85.5% | +2.1% | +83.4% | +61.7% |
| All | +501.4% | -49.3% | +550.7% | +380.3% |
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