+501.4%
MTZ vs TPR
+383.4%
+118.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.6% | +9.9% |
| 7D | -6.4% | +14.2% | -20.6% | -11.8% |
| 30D | -22.1% | +17.1% | -39.1% | -27.5% |
| 3M | -32.7% | -17.7% | -15.0% | -28.7% |
| 6M | -59.8% | -10.2% | -49.6% | -59.4% |
| YTD | -19.9% | +4.9% | -24.8% | -24.6% |
| 1Y | -11.5% | +36.1% | -47.6% | -25.5% |
| 3Y | +258.1% | +416.5% | -158.4% | +67.7% |
| 5Y | +85.5% | +254.8% | -169.3% | -3.0% |
| All | +501.4% | +383.4% | +118.0% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling