+766.7%
MTZ vs TNA
+86.1%
+680.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.1% |
| 7D | +1.4% | -7.3% | +8.6% | +4.5% |
| 30D | -14.5% | -14.2% | -0.3% | -9.2% |
| 3M | -32.9% | -4.6% | -28.4% | -31.5% |
| 6M | -20.8% | +36.9% | -57.8% | -30.7% |
| YTD | +10.6% | +42.5% | -31.9% | -5.5% |
| 1Y | +27.1% | +45.8% | -18.7% | +6.6% |
| 3Y | +166.1% | +104.7% | +61.5% | +76.5% |
| 5Y | +170.7% | -21.7% | +192.4% | +125.1% |
| All | +766.7% | +86.1% | +680.6% | +249.1% |
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