+404.4%
MTZ vs TKO
+1,112.7%
-708.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.4% |
| 7D | +16.5% | +2.6% | +13.8% | +15.7% |
| 30D | -10.2% | +11.6% | -21.8% | -13.1% |
| 3M | -34.2% | -0.1% | -34.0% | -34.3% |
| 6M | -56.0% | +6.7% | -62.7% | -57.3% |
| YTD | -14.8% | -6.0% | -8.8% | -14.5% |
| 1Y | -7.2% | +8.5% | -15.8% | -10.9% |
| 3Y | +275.8% | +150.9% | +124.8% | +179.4% |
| 5Y | +93.5% | +274.0% | -180.5% | +23.0% |
| All | +404.4% | +1,112.7% | -708.4% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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