+864.8%
MTZ vs TDY
+7,137.3%
-6,272.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +1.9% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -11.1% | -10.7% | -0.4% | -6.4% |
| 3M | -36.7% | -1.3% | -35.4% | -36.2% |
| 6M | -21.9% | -10.6% | -11.4% | -17.7% |
| YTD | +9.1% | +19.6% | -10.4% | +0.8% |
| 1Y | +30.0% | +11.6% | +18.3% | +23.6% |
| 3Y | +138.5% | +45.2% | +93.2% | +103.3% |
| 5Y | +158.3% | +36.1% | +122.3% | +124.7% |
| 10Y | +700.8% | +458.8% | +241.9% | +299.0% |
| All | +864.8% | +7,137.3% | -6,272.5% | +149.0% |
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 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