+444.4%
MTZ vs TMF
-81.8%
+526.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -3.4% | +16.2% | +12.4% |
| 30D | -8.5% | +11.5% | -20.0% | -7.3% |
| 3M | -30.6% | -4.5% | -26.1% | -30.8% |
| 6M | -55.1% | -15.0% | -40.1% | -55.8% |
| YTD | -13.0% | -19.9% | +6.9% | -14.9% |
| 1Y | -4.3% | -26.6% | +22.3% | -7.4% |
| 3Y | +284.0% | -29.8% | +313.9% | +277.3% |
| 5Y | +97.7% | -88.2% | +185.8% | +41.5% |
| 10Y | +444.4% | -81.4% | +525.8% | +404.9% |
| All | +444.4% | -81.8% | +526.2% | +404.9% |
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