+404.4%
MTZ vs TCOM
+5.0%
+399.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | +16.5% | -1.4% | +17.8% | +16.8% |
| 30D | -10.2% | +11.5% | -21.7% | -12.7% |
| 3M | -34.2% | -5.2% | -29.0% | -33.6% |
| 6M | -56.0% | -16.9% | -39.0% | -54.4% |
| YTD | -14.8% | -39.9% | +25.1% | -5.2% |
| 1Y | -7.2% | -42.1% | +34.8% | +4.2% |
| 3Y | +275.8% | +28.0% | +247.7% | +229.4% |
| 5Y | +93.5% | +40.4% | +53.1% | +53.9% |
| All | +404.4% | +5.0% | +399.4% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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