-21.9%
MTZ vs TRGP
+21.5%
-43.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.0% |
| 7D | -1.6% | +0.8% | -2.4% | -1.5% |
| 30D | -11.1% | +11.5% | -22.6% | -10.0% |
| 3M | -36.7% | +9.0% | -45.7% | -35.8% |
| 6M | -21.9% | +20.5% | -42.4% | -21.7% |
| All | -21.9% | +21.5% | -43.4% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling