+148.1%
MTZ vs TPR
+292.1%
-144.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -2.3% | +0.7% | -0.6% |
| 30D | -11.1% | -23.0% | +11.9% | -2.0% |
| 3M | -36.7% | -12.5% | -24.2% | -34.7% |
| 6M | -21.9% | -21.4% | -0.5% | -15.7% |
| YTD | +9.1% | -3.5% | +12.6% | +5.8% |
| 1Y | +30.0% | +17.4% | +12.6% | +13.6% |
| All | +148.1% | +292.1% | -144.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling