+1,718.9%
MTZ vs TMF
-68.9%
+1,787.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.2% |
| 7D | -1.6% | -1.4% | -0.1% | -1.8% |
| 30D | -11.1% | -2.8% | -8.2% | -11.4% |
| 3M | -36.7% | -10.9% | -25.8% | -38.0% |
| 6M | -21.9% | -21.3% | -0.6% | -25.3% |
| YTD | +9.1% | -15.9% | +25.0% | +5.7% |
| 1Y | +30.0% | -15.7% | +45.7% | +26.2% |
| 3Y | +138.5% | -43.4% | +181.8% | +119.7% |
| 5Y | +158.3% | -87.8% | +246.1% | +74.9% |
| 10Y | +700.8% | -86.7% | +787.5% | +533.3% |
| All | +1,718.9% | -68.9% | +1,787.8% | +1,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling