-63.7%
MTZ vs TMF
-10.5%
-53.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.2% |
| 7D | -10.6% | +2.7% | -13.3% | -10.7% |
| 30D | -30.4% | +19.3% | -49.7% | -33.0% |
| 3M | -40.4% | -3.7% | -36.8% | -37.4% |
| 6M | -63.7% | -11.3% | -52.4% | -60.2% |
| All | -63.7% | -10.5% | -53.2% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling