+73.0%
MTZ vs TLN
+710.8%
-637.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | 0.0% |
| 7D | +5.0% | +11.0% | -6.0% | +0.3% |
| 30D | -6.0% | +4.9% | -10.9% | -7.7% |
| 3M | -36.1% | +4.9% | -41.0% | -37.6% |
| 6M | -56.9% | +7.1% | -64.0% | -58.5% |
| YTD | -15.9% | +0.3% | -16.2% | -19.0% |
| 1Y | -3.8% | +5.9% | -9.7% | -9.7% |
| 3Y | +272.3% | +578.5% | -306.2% | +63.1% |
| All | +73.0% | +710.8% | -637.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling