+272.3%
MTZ vs TKO
+154.2%
+118.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | +5.0% | +2.3% | +2.7% | +4.3% |
| 30D | -6.0% | +13.4% | -19.4% | -9.6% |
| 3M | -36.1% | -1.7% | -34.4% | -35.9% |
| 6M | -56.9% | +7.2% | -64.1% | -58.4% |
| YTD | -15.9% | -5.4% | -10.5% | -15.6% |
| 1Y | -3.8% | +8.7% | -12.5% | -8.6% |
| 3Y | +272.3% | +150.4% | +121.8% | +196.9% |
| All | +272.3% | +154.2% | +118.0% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling