+156.5%
MTZ vs TD
+128.3%
+28.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | -11.1% | +0.4% | -11.5% | -11.3% |
| 3M | -36.7% | +7.6% | -44.3% | -39.6% |
| 6M | -21.9% | +25.0% | -46.9% | -32.1% |
| YTD | +9.1% | +31.0% | -21.9% | -7.7% |
| 1Y | +30.0% | +65.2% | -35.2% | -3.5% |
| All | +156.5% | +128.3% | +28.1% | +53.7% |
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