+398.0%
MTZ vs TAP
-46.0%
+444.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.3% |
| 7D | +5.0% | +1.3% | +3.7% | +4.5% |
| 30D | -6.0% | +5.7% | -11.7% | -8.4% |
| 3M | -36.1% | -1.9% | -34.2% | -36.4% |
| 6M | -56.9% | +0.9% | -57.8% | -58.0% |
| YTD | -15.9% | -9.5% | -6.4% | -15.6% |
| 1Y | -3.8% | -9.0% | +5.1% | -3.9% |
| 3Y | +272.3% | -22.2% | +294.5% | +283.8% |
| 5Y | +91.1% | +1.2% | +89.8% | +66.9% |
| All | +398.0% | -46.0% | +444.0% | +355.0% |
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