-7.2%
MTZ vs TKO
+9.7%
-16.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.7% |
| 7D | +16.5% | +2.6% | +13.8% | +16.1% |
| 30D | -10.2% | +11.6% | -21.8% | -11.5% |
| 3M | -34.2% | -0.1% | -34.0% | -34.1% |
| 6M | -56.0% | +6.7% | -62.7% | -56.9% |
| YTD | -14.8% | -6.0% | -8.8% | -14.0% |
| 1Y | -7.2% | +8.5% | -15.8% | -11.4% |
| All | -7.2% | +9.7% | -16.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling