+492.6%
MTZ vs TD
+311.5%
+181.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +7.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -11.1% | +7.9% | -19.0% | -17.2% |
| 3M | -30.6% | +3.1% | -33.7% | -33.1% |
| 6M | -54.4% | +17.2% | -71.6% | -60.6% |
| YTD | -13.0% | +34.7% | -47.8% | -33.4% |
| 1Y | -5.7% | +56.9% | -62.6% | -36.5% |
| 3Y | +297.2% | +134.7% | +162.4% | +84.9% |
| 5Y | +95.9% | +104.8% | -8.9% | +0.3% |
| 10Y | +492.6% | +305.8% | +186.8% | +63.5% |
| All | +492.6% | +311.5% | +181.2% | +63.5% |
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