+444.4%
MTZ vs TNA
+55.3%
+389.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +3.6% |
| 7D | +12.9% | -2.1% | +15.0% | +13.7% |
| 30D | -8.5% | +3.1% | -11.6% | -10.4% |
| 3M | -30.6% | -20.2% | -10.4% | -24.9% |
| 6M | -55.1% | -10.0% | -45.1% | -53.8% |
| YTD | -13.0% | +30.3% | -43.3% | -23.7% |
| 1Y | -4.3% | +31.1% | -35.4% | -16.6% |
| 3Y | +284.0% | +149.4% | +134.7% | +134.8% |
| 5Y | +97.7% | -42.5% | +140.1% | +86.3% |
| 10Y | +444.4% | +46.7% | +397.7% | +138.4% |
| All | +444.4% | +55.3% | +389.1% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling