-6.0%
MTZ vs TEM
+11.3%
-17.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.0% | -2.4% | +6.9% |
| 7D | -2.4% | +7.6% | -10.0% | -3.5% |
| 30D | -11.1% | +19.0% | -30.1% | -13.3% |
| 3M | -30.6% | +62.2% | -92.8% | -37.2% |
| 6M | -54.4% | +69.4% | -123.7% | -59.9% |
| YTD | -13.0% | +43.0% | -56.0% | -21.0% |
| All | -6.0% | +11.3% | -17.3% | -6.4% |
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