+643.5%
MTZ vs TDY
+7,529.4%
-6,885.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +5.0% | +4.1% | +0.9% | +3.2% |
| 30D | -6.0% | +5.7% | -11.7% | -7.9% |
| 3M | -36.1% | -4.4% | -31.7% | -34.5% |
| 6M | -56.9% | +1.2% | -58.1% | -56.9% |
| YTD | -15.9% | +26.0% | -42.0% | -23.8% |
| 1Y | -3.8% | +27.4% | -31.2% | -13.3% |
| 3Y | +272.3% | +67.5% | +204.7% | +198.4% |
| 5Y | +91.1% | +44.9% | +46.2% | +62.5% |
| 10Y | +426.0% | +440.9% | -15.0% | +165.4% |
| All | +643.5% | +7,529.4% | -6,885.9% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling