+75.6%
MTZ vs TEM
+98.6%
-22.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.8% |
| 7D | +12.9% | +5.1% | +7.8% | +12.2% |
| 30D | -8.5% | +16.8% | -25.4% | -10.5% |
| 3M | -30.6% | +42.6% | -73.2% | -35.1% |
| 6M | -55.1% | +63.9% | -119.0% | -59.2% |
| YTD | -13.0% | +34.5% | -47.5% | -19.2% |
| 1Y | -4.3% | +11.0% | -15.3% | -8.8% |
| All | +75.6% | +98.6% | -22.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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