-7.2%
MTZ vs TEM
+6.3%
-13.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.5% |
| 7D | +16.5% | +7.8% | +8.7% | +15.4% |
| 30D | -10.2% | +11.2% | -21.4% | -11.4% |
| 3M | -34.2% | +39.0% | -73.1% | -38.7% |
| 6M | -56.0% | +61.6% | -117.6% | -61.3% |
| YTD | -14.8% | +28.5% | -43.4% | -21.4% |
| 1Y | -7.2% | +6.7% | -14.0% | -6.2% |
| All | -7.2% | +6.3% | -13.5% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling