+166.4%
MTZ vs TNA
-21.0%
+187.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.3% |
| 7D | +3.6% | +4.1% | -0.5% | +1.9% |
| 30D | -9.6% | -7.6% | -2.0% | -7.0% |
| 3M | -31.9% | +8.1% | -40.0% | -33.7% |
| 6M | -13.8% | +49.0% | -62.8% | -26.0% |
| YTD | +13.3% | +51.7% | -38.5% | -4.1% |
| 1Y | +39.3% | +59.6% | -20.3% | +14.8% |
| 3Y | +168.3% | +118.9% | +49.5% | +82.1% |
| 5Y | +166.4% | -19.2% | +185.6% | +118.7% |
| All | +166.4% | -21.0% | +187.4% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling