+22.1%
MTZ vs TDG
-14.3%
+36.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | 0.0% | -2.7% | +2.6% | +0.5% |
| 30D | -14.8% | -9.3% | -5.6% | -13.0% |
| 3M | -30.8% | -7.1% | -23.8% | -30.2% |
| 6M | -22.6% | -11.2% | -11.5% | -21.2% |
| YTD | +6.8% | -15.3% | +22.1% | +8.4% |
| 1Y | +22.1% | -12.5% | +34.6% | +20.9% |
| All | +22.1% | -14.3% | +36.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling