+166.3%
MTZ vs TDY
+33.5%
+132.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.1% |
| 7D | +2.3% | -1.8% | +4.1% | +3.6% |
| 30D | -10.3% | -13.8% | +3.5% | -0.4% |
| 3M | -31.8% | -3.9% | -28.0% | -29.7% |
| 6M | -19.2% | -9.0% | -10.2% | -13.6% |
| YTD | +10.7% | +16.5% | -5.8% | -0.8% |
| 1Y | +37.5% | +9.3% | +28.3% | +28.8% |
| 3Y | +162.4% | +45.1% | +117.2% | +102.8% |
| 5Y | +166.3% | +35.0% | +131.3% | +100.3% |
| All | +166.3% | +33.5% | +132.8% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling