+97.7%
MTZ vs TKO
+288.0%
-190.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | +3.1% | +9.8% | +12.0% |
| 30D | -8.5% | +15.0% | -23.6% | -12.0% |
| 3M | -30.6% | +2.9% | -33.5% | -31.3% |
| 6M | -55.1% | +9.0% | -64.1% | -56.6% |
| YTD | -13.0% | -3.4% | -9.6% | -13.2% |
| 1Y | -4.3% | +12.8% | -17.1% | -9.0% |
| 3Y | +284.0% | +158.0% | +126.1% | +195.9% |
| 5Y | +97.7% | +285.4% | -187.7% | +29.1% |
| All | +97.7% | +288.0% | -190.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling