+258.1%
MTZ vs TLN
+538.9%
-280.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.1% | +2.4% | +6.4% |
| 7D | -6.4% | -1.3% | -5.1% | -5.5% |
| 30D | -22.1% | -10.5% | -11.6% | -18.1% |
| 3M | -32.7% | +0.1% | -32.8% | -32.9% |
| 6M | -59.8% | -17.4% | -42.4% | -56.9% |
| YTD | -19.9% | -9.7% | -10.2% | -19.2% |
| 1Y | -11.5% | -12.3% | +0.8% | -9.8% |
| 3Y | +258.1% | +528.3% | -270.2% | +49.6% |
| All | +258.1% | +538.9% | -280.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling