+226.9%
MTZ vs TPR
+412.6%
-185.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.1% | -12.2% | -7.7% |
| 7D | -10.6% | +13.9% | -24.5% | -15.2% |
| 30D | -30.4% | +14.9% | -45.3% | -34.3% |
| 3M | -40.4% | -15.4% | -25.0% | -37.4% |
| 6M | -63.7% | -4.5% | -59.2% | -64.2% |
| YTD | -26.9% | +6.0% | -32.9% | -31.8% |
| 1Y | -20.2% | +24.3% | -44.5% | -31.2% |
| All | +226.9% | +412.6% | -185.7% | +47.9% |
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