+1,126.9%
MTZ vs TRGP
+2,170.2%
-1,043.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.2% | -5.5% |
| 7D | -8.7% | -5.8% | -2.9% | -6.4% |
| 30D | -15.0% | -1.5% | -13.5% | -14.6% |
| 3M | -32.6% | +6.1% | -38.7% | -34.5% |
| 6M | -56.3% | +14.4% | -70.7% | -59.2% |
| YTD | -16.8% | +55.3% | -72.2% | -31.7% |
| 1Y | -10.0% | +69.1% | -79.2% | -28.8% |
| 3Y | +267.1% | +254.3% | +12.8% | +115.3% |
| 5Y | +89.9% | +471.4% | -381.5% | -10.0% |
| 10Y | +442.2% | +773.0% | -330.8% | +69.7% |
| All | +1,126.9% | +2,170.2% | -1,043.3% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling