+74.8%
MTZ vs TRGP
+415.2%
-340.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.7% | +12.2% | +10.7% |
| 7D | -6.4% | -16.0% | +9.6% | +0.8% |
| 30D | -22.1% | -6.4% | -15.6% | -19.9% |
| 3M | -32.7% | -1.0% | -31.7% | -33.0% |
| 6M | -59.8% | +7.0% | -66.8% | -61.8% |
| YTD | -19.9% | +46.1% | -66.0% | -35.0% |
| 1Y | -11.5% | +58.7% | -70.2% | -31.3% |
| 3Y | +258.1% | +221.9% | +36.2% | +100.7% |
| All | +74.8% | +415.2% | -340.4% | -22.8% |
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