+404.4%
MTZ vs TPR
+365.1%
+39.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | +16.5% | -1.1% | +17.6% | +17.0% |
| 30D | -10.2% | +15.1% | -25.3% | -15.8% |
| 3M | -34.2% | -13.4% | -20.7% | -31.6% |
| 6M | -56.0% | +1.4% | -57.3% | -57.6% |
| YTD | -14.8% | +4.8% | -19.6% | -19.8% |
| 1Y | -7.2% | +29.2% | -36.4% | -20.1% |
| 3Y | +275.8% | +403.7% | -127.9% | +78.6% |
| 5Y | +93.5% | +230.8% | -137.3% | +4.6% |
| All | +404.4% | +365.1% | +39.3% | +103.3% |
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