+157.1%
MTZ vs TPG
+78.9%
+78.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -1.7% |
| 7D | 0.0% | -11.8% | +11.8% | +5.7% |
| 30D | -14.8% | -6.3% | -8.6% | -12.9% |
| 3M | -30.8% | +13.6% | -44.4% | -36.0% |
| 6M | -22.6% | +13.8% | -36.5% | -29.2% |
| YTD | +6.8% | -23.7% | +30.6% | +20.3% |
| 1Y | +22.1% | -18.2% | +40.3% | +30.4% |
| All | +157.1% | +78.9% | +78.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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