+69.4%
MTZ vs TPR
+255.9%
-186.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.1% | -12.2% | -7.8% |
| 7D | -10.6% | +13.9% | -24.5% | -15.4% |
| 30D | -30.4% | +14.9% | -45.3% | -34.5% |
| 3M | -40.4% | -15.4% | -25.0% | -37.6% |
| 6M | -63.7% | -4.5% | -59.2% | -64.2% |
| YTD | -26.9% | +6.0% | -32.9% | -31.5% |
| 1Y | -20.2% | +24.3% | -44.5% | -30.6% |
| 3Y | +208.1% | +412.8% | -204.7% | +44.5% |
| 5Y | +69.4% | +258.4% | -189.1% | -13.0% |
| All | +69.4% | +255.9% | -186.6% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling