+1,233.1%
MTZ vs TCOM
+2,922.3%
-1,689.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.3% | +8.3% | +9.2% |
| 7D | -6.4% | +12.1% | -18.5% | -9.0% |
| 30D | -22.1% | +16.5% | -38.5% | -24.9% |
| 3M | -32.7% | -4.0% | -28.6% | -32.3% |
| 6M | -59.8% | -18.5% | -41.3% | -58.3% |
| YTD | -19.9% | -38.3% | +18.4% | -12.1% |
| 1Y | -11.5% | -36.6% | +25.1% | -3.6% |
| 3Y | +258.1% | +31.1% | +226.9% | +218.1% |
| 5Y | +85.5% | +47.6% | +37.9% | +49.6% |
| 10Y | +492.2% | +5.1% | +487.1% | +387.6% |
| All | +1,233.1% | +2,922.3% | -1,689.2% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling