+739.9%
MTZ vs TCOM
-9.7%
+749.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.1% |
| 7D | +3.6% | -7.6% | +11.2% | +5.5% |
| 30D | -9.6% | -12.2% | +2.6% | -6.9% |
| 3M | -31.9% | -14.2% | -17.7% | -30.0% |
| 6M | -13.8% | -25.0% | +11.2% | -8.4% |
| YTD | +13.3% | -43.7% | +56.9% | +28.3% |
| 1Y | +39.3% | -44.5% | +83.8% | +58.3% |
| 3Y | +168.3% | +13.4% | +154.9% | +143.5% |
| 5Y | +166.4% | +26.5% | +139.9% | +118.5% |
| 10Y | +739.9% | -10.3% | +750.2% | +585.6% |
| All | +739.9% | -9.7% | +749.7% | +585.6% |
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