+737.1%
MTZ vs TDG
+540.0%
+197.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | 0.0% | -2.7% | +2.6% | +1.5% |
| 30D | -14.8% | -9.3% | -5.6% | -10.2% |
| 3M | -30.8% | -7.1% | -23.8% | -28.5% |
| 6M | -22.6% | -11.2% | -11.5% | -18.7% |
| YTD | +6.8% | -15.3% | +22.1% | +14.8% |
| 1Y | +22.1% | -12.5% | +34.6% | +28.5% |
| 3Y | +153.1% | +51.2% | +101.9% | +90.9% |
| 5Y | +161.4% | +126.1% | +35.3% | +53.0% |
| All | +737.1% | +540.0% | +197.0% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling