+1,668.8%
MTZ vs TDG
+13,257.8%
-11,589.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -1.6% | -2.0% | +0.4% | -0.5% |
| 30D | -11.1% | -7.4% | -3.7% | -7.6% |
| 3M | -36.7% | -5.4% | -31.3% | -35.4% |
| 6M | -21.9% | -11.6% | -10.3% | -17.9% |
| YTD | +9.1% | -12.6% | +21.7% | +15.0% |
| 1Y | +30.0% | -9.3% | +39.3% | +33.8% |
| 3Y | +138.5% | +49.2% | +89.3% | +85.8% |
| 5Y | +158.3% | +132.1% | +26.2% | +56.1% |
| 10Y | +700.8% | +544.8% | +155.9% | +173.3% |
| All | +1,668.8% | +13,257.8% | -11,589.0% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling