+151.1%
MTZ vs TPG
+92.2%
+58.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | -1.6% | -2.4% | +0.9% | -0.6% |
| 30D | -11.1% | +11.1% | -22.2% | -15.4% |
| 3M | -36.7% | +26.3% | -63.0% | -43.6% |
| 6M | -21.9% | +18.3% | -40.3% | -28.8% |
| YTD | +9.1% | -14.4% | +23.5% | +14.3% |
| 1Y | +30.0% | -6.7% | +36.7% | +29.7% |
| 3Y | +138.5% | +111.5% | +27.0% | +65.9% |
| All | +151.1% | +92.2% | +58.8% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling