+166.4%
MTZ vs TD
+123.5%
+42.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.4% |
| 7D | +3.6% | +0.9% | +2.7% | +2.8% |
| 30D | -9.6% | -0.7% | -9.0% | -9.3% |
| 3M | -31.9% | +6.3% | -38.2% | -34.8% |
| 6M | -13.8% | +27.9% | -41.7% | -26.9% |
| YTD | +13.3% | +29.8% | -16.6% | -4.9% |
| 1Y | +39.3% | +63.7% | -24.4% | +0.8% |
| 3Y | +168.3% | +128.3% | +40.0% | +53.8% |
| 5Y | +166.4% | +125.5% | +40.9% | +31.1% |
| All | +166.4% | +123.5% | +42.9% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling