-4.3%
MTZ vs TPR
+28.7%
-32.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.8% |
| 7D | +12.9% | +6.4% | +6.5% | +11.8% |
| 30D | -8.5% | +13.8% | -22.3% | -10.5% |
| 3M | -30.6% | -16.6% | -14.0% | -27.5% |
| 6M | -55.1% | +0.7% | -55.8% | -56.4% |
| YTD | -13.0% | +5.3% | -18.3% | -17.4% |
| 1Y | -4.3% | +32.4% | -36.6% | -17.9% |
| All | -4.3% | +28.7% | -32.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling