+285.3%
MTZ vs TNA
+153.5%
+131.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +3.5% |
| 7D | +12.9% | -2.1% | +15.0% | +13.7% |
| 30D | -8.5% | +3.1% | -11.6% | -10.5% |
| 3M | -30.6% | -20.2% | -10.4% | -24.6% |
| 6M | -55.1% | -10.0% | -45.1% | -53.7% |
| YTD | -13.0% | +30.3% | -43.3% | -23.9% |
| 1Y | -4.3% | +31.1% | -35.4% | -16.8% |
| All | +285.3% | +153.5% | +131.8% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling