+157.9%
MTZ vs TPR
+239.8%
-81.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | -11.1% | -23.0% | +11.9% | -2.5% |
| 3M | -36.7% | -12.5% | -24.2% | -34.6% |
| 6M | -21.9% | -21.4% | -0.5% | -16.0% |
| YTD | +9.1% | -3.5% | +12.6% | +6.9% |
| 1Y | +30.0% | +17.4% | +12.6% | +16.5% |
| 3Y | +138.5% | +291.3% | -152.8% | +25.9% |
| All | +157.9% | +239.8% | -81.9% | +36.1% |
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