+272.3%
MTZ vs TDG
+43.8%
+228.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.8% |
| 7D | +5.0% | +1.7% | +3.3% | +4.2% |
| 30D | -6.0% | +9.7% | -15.7% | -10.4% |
| 3M | -36.1% | -2.3% | -33.8% | -35.5% |
| 6M | -56.9% | +1.3% | -58.2% | -57.8% |
| YTD | -15.9% | -8.5% | -7.4% | -13.8% |
| 1Y | -3.8% | -8.1% | +4.3% | -1.7% |
| 3Y | +272.3% | +43.4% | +228.9% | +155.1% |
| All | +272.3% | +43.8% | +228.4% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling