-11.5%
MTZ vs TAP
-6.0%
-5.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.0% | +7.7% |
| 7D | -6.4% | +0.5% | -7.0% | -6.2% |
| 30D | -22.1% | +9.1% | -31.2% | -19.1% |
| 3M | -32.7% | -3.8% | -28.9% | -33.2% |
| 6M | -59.8% | -3.4% | -56.4% | -59.3% |
| YTD | -19.9% | -10.6% | -9.3% | -19.0% |
| 1Y | -11.5% | -4.4% | -7.1% | -10.1% |
| All | -11.5% | -6.0% | -5.5% | -10.1% |
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 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