+3,134.4%
MTZ vs TAP
+825.0%
+2,309.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | -11.1% | -2.1% | -8.9% | -10.8% |
| 3M | -36.7% | +6.6% | -43.3% | -37.9% |
| 6M | -21.9% | -11.5% | -10.4% | -20.8% |
| YTD | +9.1% | -10.3% | +19.4% | +10.1% |
| 1Y | +30.0% | -14.4% | +44.3% | +31.9% |
| 3Y | +138.5% | -28.3% | +166.7% | +147.9% |
| 5Y | +158.3% | +1.7% | +156.6% | +148.4% |
| 10Y | +700.8% | -49.2% | +750.0% | +740.8% |
| All | +3,134.4% | +825.0% | +2,309.4% | +2,628.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling