+69.4%
MTZ vs TMF
-87.8%
+157.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.2% |
| 7D | -10.6% | +2.7% | -13.3% | -10.6% |
| 30D | -30.4% | +19.3% | -49.7% | -30.4% |
| 3M | -40.4% | -3.7% | -36.8% | -40.4% |
| 6M | -63.7% | -11.3% | -52.4% | -63.6% |
| YTD | -26.9% | -16.6% | -10.3% | -26.8% |
| 1Y | -20.2% | -21.1% | +1.0% | -20.2% |
| 3Y | +208.1% | -26.8% | +235.0% | +210.0% |
| 5Y | +69.4% | -88.0% | +157.4% | +39.2% |
| All | +69.4% | -87.8% | +157.2% | +39.2% |
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