+1,716.2%
MTZ vs TCOM
+2,694.8%
-978.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -1.6% | -9.5% | +7.9% | +0.7% |
| 30D | -11.1% | -10.7% | -0.4% | -8.9% |
| 3M | -36.7% | -14.6% | -22.1% | -34.9% |
| 6M | -21.9% | -19.3% | -2.6% | -18.8% |
| YTD | +9.1% | -42.9% | +52.1% | +22.2% |
| 1Y | +30.0% | -43.8% | +73.7% | +45.9% |
| 3Y | +138.5% | +2.1% | +136.4% | +125.2% |
| 5Y | +158.3% | +31.2% | +127.1% | +114.2% |
| 10Y | +700.8% | -13.9% | +714.7% | +591.3% |
| All | +1,716.2% | +2,694.8% | -978.6% | +676.2% |
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