+166.4%
MTZ vs TKO
+103.5%
+63.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -10.3% | +0.9% | -11.2% | -10.7% |
| 3M | -31.8% | -6.2% | -25.7% | -30.9% |
| 6M | -19.2% | -5.6% | -13.6% | -18.5% |
| YTD | +10.7% | -7.8% | +18.6% | +12.1% |
| 1Y | +37.5% | -1.2% | +38.8% | +35.2% |
| All | +166.4% | +103.5% | +63.0% | +113.8% |
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