+1,709.1%
MTZ vs TD
+7,879.0%
-6,169.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.8% |
| 6M | -21.9% | +25.0% | -46.9% | -32.8% |
| YTD | +9.1% | +31.0% | -21.9% | -9.1% |
| 1Y | +30.0% | +65.2% | -35.2% | -7.2% |
| 3Y | +138.5% | +122.5% | +16.0% | +37.6% |
| 5Y | +158.3% | +124.8% | +33.5% | +46.5% |
| 10Y | +700.8% | +298.2% | +402.6% | +222.6% |
| All | +1,709.1% | +7,879.0% | -6,169.9% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling