-10.0%
MTZ vs TLN
-8.6%
-1.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -8.7% | +1.1% | -9.8% | -8.8% |
| 30D | -15.0% | -4.6% | -10.4% | -13.1% |
| 3M | -32.6% | +5.2% | -37.8% | -34.2% |
| 6M | -56.3% | -6.5% | -49.8% | -55.7% |
| YTD | -16.8% | -3.6% | -13.2% | -19.6% |
| 1Y | -10.0% | -8.2% | -1.8% | -10.8% |
| All | -10.0% | -8.6% | -1.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling