+737.1%
MTZ vs TDY
+472.2%
+264.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | 0.0% | -1.9% | +1.8% | +1.3% |
| 30D | -14.8% | -12.5% | -2.3% | -6.1% |
| 3M | -30.8% | -0.8% | -30.0% | -30.3% |
| 6M | -22.6% | -9.0% | -13.7% | -17.2% |
| YTD | +6.8% | +16.8% | -10.0% | -5.1% |
| 1Y | +22.1% | +9.5% | +12.7% | +13.5% |
| 3Y | +153.1% | +45.4% | +107.7% | +91.6% |
| 5Y | +161.4% | +37.8% | +123.6% | +100.1% |
| All | +737.1% | +472.2% | +264.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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