+285.3%
MTZ vs TLN
+585.4%
-300.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.2% | +2.4% |
| 7D | +12.9% | +15.9% | -3.0% | +6.0% |
| 30D | -8.5% | -0.3% | -8.3% | -8.2% |
| 3M | -30.6% | +5.8% | -36.4% | -32.5% |
| 6M | -55.1% | -1.2% | -53.9% | -55.4% |
| YTD | -13.0% | +1.0% | -14.0% | -16.4% |
| 1Y | -4.3% | +1.1% | -5.4% | -8.2% |
| All | +285.3% | +585.4% | -300.2% | +62.2% |
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