+697.8%
MTZ vs TMF
-86.8%
+784.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.2% |
| 7D | -1.6% | -1.4% | -0.1% | -1.7% |
| 30D | -11.1% | -2.8% | -8.2% | -11.3% |
| 3M | -36.7% | -10.9% | -25.8% | -37.5% |
| 6M | -21.9% | -21.3% | -0.6% | -24.1% |
| YTD | +9.1% | -15.9% | +25.0% | +7.0% |
| 1Y | +30.0% | -15.7% | +45.7% | +27.6% |
| 3Y | +138.5% | -43.4% | +181.8% | +125.6% |
| 5Y | +158.3% | -87.8% | +246.1% | +84.9% |
| All | +697.8% | -86.8% | +784.6% | +652.6% |
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