+3,307.9%
MTZ vs TNA
+1,004.3%
+2,303.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | -4.9% | -6.2% | -9.4% |
| 3M | -36.7% | +0.4% | -37.1% | -36.8% |
| 6M | -21.9% | +32.5% | -54.5% | -30.3% |
| YTD | +9.1% | +53.7% | -44.6% | -8.6% |
| 1Y | +30.0% | +65.1% | -35.1% | +5.0% |
| 3Y | +138.5% | +98.4% | +40.0% | +64.3% |
| 5Y | +158.3% | -22.5% | +180.8% | +118.5% |
| 10Y | +700.8% | +82.5% | +618.3% | +280.5% |
| All | +3,307.9% | +1,004.3% | +2,303.6% | +577.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling