+124.5%
MTZ vs TLN
+583.6%
-459.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | +0.5% |
| 7D | -1.6% | +7.1% | -8.6% | -4.4% |
| 30D | -11.1% | -3.9% | -7.2% | -9.7% |
| 3M | -36.7% | -16.2% | -20.5% | -32.1% |
| 6M | -21.9% | -5.8% | -16.1% | -21.2% |
| YTD | +9.1% | -15.4% | +24.5% | +13.4% |
| 1Y | +30.0% | -16.7% | +46.6% | +35.2% |
| 3Y | +138.5% | +473.8% | -335.3% | +12.9% |
| All | +124.5% | +583.6% | -459.0% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling