+442.2%
MTZ vs TAP
-48.8%
+491.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.4% |
| 7D | -8.7% | -4.5% | -4.2% | -7.7% |
| 30D | -15.0% | +7.5% | -22.4% | -17.5% |
| 3M | -32.6% | -4.9% | -27.7% | -32.2% |
| 6M | -56.3% | -3.5% | -52.9% | -56.8% |
| YTD | -16.8% | -11.4% | -5.4% | -15.9% |
| 1Y | -10.0% | -10.8% | +0.8% | -9.6% |
| 3Y | +267.1% | -24.5% | +291.6% | +282.5% |
| 5Y | +89.9% | +2.5% | +87.4% | +64.3% |
| 10Y | +442.2% | -47.6% | +489.8% | +385.1% |
| All | +442.2% | -48.8% | +491.1% | +385.1% |
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