+297.2%
MTZ vs TD
+134.4%
+162.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +7.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -11.1% | +7.9% | -19.0% | -15.3% |
| 3M | -30.6% | +3.1% | -33.7% | -32.1% |
| 6M | -54.4% | +17.2% | -71.6% | -58.7% |
| YTD | -13.0% | +34.7% | -47.8% | -27.3% |
| 1Y | -5.7% | +56.9% | -62.6% | -27.2% |
| 3Y | +297.2% | +134.7% | +162.4% | +147.8% |
| All | +297.2% | +134.4% | +162.7% | +147.8% |
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 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