+501.4%
MTZ vs TMF
-84.4%
+585.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.5% |
| 7D | -6.4% | +1.2% | -7.6% | -6.2% |
| 30D | -22.1% | +19.7% | -41.8% | -20.3% |
| 3M | -32.7% | -2.1% | -30.6% | -32.6% |
| 6M | -59.8% | -13.4% | -46.4% | -60.4% |
| YTD | -19.9% | -16.7% | -3.2% | -21.4% |
| 1Y | -11.5% | -23.3% | +11.9% | -14.1% |
| 3Y | +258.1% | -24.8% | +282.9% | +254.8% |
| 5Y | +85.5% | -88.0% | +173.6% | +30.4% |
| All | +501.4% | -84.4% | +585.8% | +394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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