+161.4%
MTZ vs TRGP
+627.0%
-465.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | 0.0% | -0.6% | +0.5% | +0.2% |
| 30D | -14.8% | +10.0% | -24.8% | -18.7% |
| 3M | -30.8% | +7.6% | -38.4% | -33.7% |
| 6M | -22.6% | +26.8% | -49.4% | -32.1% |
| YTD | +6.8% | +60.6% | -53.7% | -16.8% |
| 1Y | +22.1% | +82.5% | -60.3% | -11.5% |
| 3Y | +153.1% | +265.0% | -111.9% | +32.7% |
| 5Y | +161.4% | +645.9% | -484.5% | -12.4% |
| All | +161.4% | +627.0% | -465.6% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling