+442.2%
MTZ vs TD
+303.3%
+139.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -8.7% | -0.7% | -8.0% | -8.5% |
| 30D | -15.0% | +7.6% | -22.6% | -20.6% |
| 3M | -32.6% | +3.0% | -35.6% | -34.9% |
| 6M | -56.3% | +16.8% | -73.2% | -62.2% |
| YTD | -16.8% | +34.3% | -51.2% | -36.1% |
| 1Y | -10.0% | +56.0% | -66.0% | -39.1% |
| 3Y | +267.1% | +132.4% | +134.8% | +72.6% |
| 5Y | +89.9% | +103.7% | -13.8% | -2.2% |
| 10Y | +442.2% | +299.2% | +143.1% | +58.4% |
| All | +442.2% | +303.3% | +139.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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