+1,118.9%
MTZ vs TMF
-69.1%
+1,188.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.1% |
| 7D | -10.6% | +2.7% | -13.3% | -10.1% |
| 30D | -30.4% | +19.3% | -49.7% | -27.9% |
| 3M | -40.4% | -3.7% | -36.8% | -40.5% |
| 6M | -63.7% | -11.3% | -52.4% | -64.3% |
| YTD | -26.9% | -16.6% | -10.3% | -29.0% |
| 1Y | -20.2% | -21.1% | +1.0% | -23.3% |
| 3Y | +208.1% | -26.8% | +235.0% | +199.4% |
| 5Y | +69.4% | -88.0% | +157.4% | +14.0% |
| 10Y | +440.6% | -84.7% | +525.3% | +345.1% |
| All | +1,118.9% | -69.1% | +1,188.0% | +1,198.6% |
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