+166.3%
MTZ vs TDG
+131.7%
+34.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.3% |
| 7D | +2.3% | -2.4% | +4.7% | +3.6% |
| 30D | -10.3% | -8.0% | -2.3% | -6.3% |
| 3M | -31.8% | -10.5% | -21.4% | -28.2% |
| 6M | -19.2% | -11.9% | -7.3% | -14.8% |
| YTD | +10.7% | -15.4% | +26.1% | +18.8% |
| 1Y | +37.5% | -14.2% | +51.7% | +45.7% |
| 3Y | +162.4% | +51.0% | +111.3% | +93.9% |
| 5Y | +166.3% | +126.5% | +39.9% | +45.4% |
| All | +166.3% | +131.7% | +34.6% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling