+753.2%
MTZ vs TD
+295.5%
+457.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.3% |
| 7D | +2.3% | -1.9% | +4.2% | +3.9% |
| 30D | -10.3% | -1.6% | -8.7% | -9.1% |
| 3M | -31.8% | +4.6% | -36.5% | -34.6% |
| 6M | -19.2% | +26.8% | -46.0% | -34.0% |
| YTD | +10.7% | +28.3% | -17.6% | -10.7% |
| 1Y | +37.5% | +60.4% | -22.9% | -8.1% |
| 3Y | +162.4% | +125.7% | +36.6% | +27.8% |
| 5Y | +166.3% | +122.4% | +44.0% | +26.8% |
| 10Y | +753.2% | +297.1% | +456.1% | +163.8% |
| All | +753.2% | +295.5% | +457.7% | +163.8% |
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