+39.3%
MTZ vs TEM
-20.5%
+59.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +3.6% | +3.2% | +0.3% | +3.0% |
| 30D | -9.6% | +23.5% | -33.2% | -13.5% |
| 3M | -31.9% | +32.3% | -64.2% | -36.5% |
| 6M | -13.8% | +23.0% | -36.8% | -19.2% |
| YTD | +13.3% | +8.9% | +4.4% | +8.7% |
| 1Y | +39.3% | -19.9% | +59.1% | +46.9% |
| All | +39.3% | -20.5% | +59.8% | +46.9% |
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