+172.4%
MTZ vs TKO
+315.8%
-143.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.2% | +2.4% |
| 7D | +3.6% | +7.2% | -3.6% | +1.6% |
| 30D | -9.6% | +4.7% | -14.3% | -10.9% |
| 3M | -31.9% | -3.2% | -28.7% | -31.7% |
| 6M | -13.8% | -2.9% | -10.9% | -13.9% |
| YTD | +13.3% | -5.8% | +19.1% | +13.8% |
| 1Y | +39.3% | -1.1% | +40.3% | +37.4% |
| 3Y | +168.3% | +111.1% | +57.2% | +115.5% |
| All | +172.4% | +315.8% | -143.4% | +61.5% |
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