+157.9%
MTZ vs TMF
-87.5%
+245.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.1% |
| 7D | -1.6% | -1.4% | -0.1% | -1.6% |
| 30D | -11.1% | -2.8% | -8.2% | -11.1% |
| 3M | -36.7% | -10.9% | -25.8% | -36.7% |
| 6M | -21.9% | -21.3% | -0.6% | -22.1% |
| YTD | +9.1% | -15.9% | +25.0% | +9.0% |
| 1Y | +30.0% | -15.7% | +45.7% | +29.9% |
| 3Y | +138.5% | -43.4% | +181.8% | +136.4% |
| All | +157.9% | -87.5% | +245.4% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling