+1,509.2%
MTZ vs TRGP
+2,231.3%
-722.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -11.1% | +11.5% | -22.6% | -15.4% |
| 3M | -36.7% | +9.0% | -45.7% | -39.5% |
| 6M | -21.9% | +20.5% | -42.4% | -28.7% |
| YTD | +9.1% | +59.5% | -50.4% | -11.2% |
| 1Y | +30.0% | +77.9% | -47.9% | +0.6% |
| 3Y | +138.5% | +253.6% | -115.1% | +39.7% |
| 5Y | +158.3% | +615.5% | -457.1% | +12.3% |
| 10Y | +700.8% | +897.1% | -196.3% | +137.5% |
| All | +1,509.2% | +2,231.3% | -722.1% | +214.2% |
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