+404.4%
MTZ vs TRGP
+819.3%
-414.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.8% |
| 7D | +16.5% | +9.0% | +7.5% | +12.4% |
| 30D | -10.2% | +1.5% | -11.7% | -10.8% |
| 3M | -34.2% | +10.7% | -44.9% | -37.1% |
| 6M | -56.0% | +17.1% | -73.1% | -59.3% |
| YTD | -14.8% | +63.6% | -78.5% | -31.6% |
| 1Y | -7.2% | +77.0% | -84.2% | -28.0% |
| 3Y | +275.8% | +273.2% | +2.6% | +115.6% |
| 5Y | +93.5% | +508.6% | -415.1% | -10.6% |
| All | +404.4% | +819.3% | -414.9% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling