+145.8%
MTZ vs TPG
+71.4%
+74.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -1.8% |
| 7D | 0.0% | -11.8% | +11.8% | +5.3% |
| 30D | -14.8% | -6.3% | -8.6% | -13.0% |
| 3M | -30.8% | +13.6% | -44.4% | -35.5% |
| 6M | -22.6% | +13.8% | -36.5% | -28.6% |
| YTD | +6.8% | -23.7% | +30.6% | +17.4% |
| 1Y | +22.1% | -18.2% | +40.3% | +28.8% |
| 3Y | +153.1% | +80.1% | +73.0% | +88.0% |
| All | +145.8% | +71.4% | +74.4% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling