+492.6%
MTZ vs TCOM
+3.5%
+489.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +8.8% |
| 7D | -2.4% | +7.4% | -9.9% | -4.3% |
| 30D | -11.1% | +13.2% | -24.3% | -13.9% |
| 3M | -30.6% | -4.6% | -26.1% | -30.1% |
| 6M | -54.4% | -16.4% | -38.0% | -52.9% |
| YTD | -13.0% | -38.8% | +25.7% | -3.7% |
| 1Y | -5.7% | -37.3% | +31.6% | +3.7% |
| 3Y | +297.2% | +31.4% | +265.7% | +246.3% |
| 5Y | +95.9% | +45.5% | +50.4% | +54.4% |
| 10Y | +492.6% | +4.6% | +488.0% | +371.5% |
| All | +492.6% | +3.5% | +489.1% | +371.5% |
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