+272.3%
MTZ vs TD
+132.8%
+139.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | -6.0% | +5.2% | -11.2% | -9.1% |
| 3M | -36.1% | +1.2% | -37.3% | -36.8% |
| 6M | -56.9% | +17.7% | -74.6% | -61.0% |
| YTD | -15.9% | +34.2% | -50.1% | -29.5% |
| 1Y | -3.8% | +55.4% | -59.3% | -25.4% |
| 3Y | +272.3% | +130.4% | +141.9% | +135.2% |
| All | +272.3% | +132.8% | +139.4% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling