-6.0%
MTZ vs TAP
-10.2%
+4.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +8.1% |
| 7D | -2.4% | -7.8% | +5.4% | -5.1% |
| 30D | -11.1% | +7.1% | -18.2% | -8.2% |
| 3M | -30.6% | -7.0% | -23.6% | -32.2% |
| 6M | -54.4% | -3.8% | -50.6% | -53.9% |
| YTD | -13.0% | -11.7% | -1.3% | -11.9% |
| All | -6.0% | -10.2% | +4.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling