-14.3%
MTZ vs TRGP
+89.5%
-103.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.5% | -10.8% | -15.1% |
| 7D | -7.4% | -6.5% | -0.9% | -7.2% |
| 30D | -23.6% | -0.4% | -23.2% | -23.4% |
| 3M | -38.3% | +8.8% | -47.1% | -38.0% |
| 6M | -60.6% | +11.0% | -71.6% | -60.4% |
| YTD | -22.9% | +57.4% | -80.3% | -23.7% |
| 1Y | -14.3% | +87.9% | -102.1% | -15.4% |
| All | -14.3% | +89.5% | -103.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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