+39.3%
MTZ vs TD
+63.7%
-24.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.5% |
| 7D | +3.6% | +0.9% | +2.7% | +2.6% |
| 30D | -9.6% | -0.7% | -9.0% | -9.1% |
| 3M | -31.9% | +6.3% | -38.2% | -35.7% |
| 6M | -13.8% | +27.9% | -41.7% | -30.8% |
| YTD | +13.3% | +29.8% | -16.6% | -10.7% |
| 1Y | +39.3% | +63.7% | -24.4% | -8.0% |
| All | +39.3% | +63.7% | -24.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling