+1,182.6%
MTZ vs TRGP
+2,108.2%
-925.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.2% | +7.2% |
| 7D | -2.4% | -7.2% | +4.7% | +0.8% |
| 30D | -11.1% | -4.2% | -6.9% | -9.6% |
| 3M | -30.6% | +7.0% | -37.6% | -32.8% |
| 6M | -54.4% | +11.2% | -65.6% | -56.9% |
| YTD | -13.0% | +51.1% | -64.1% | -27.8% |
| 1Y | -5.7% | +62.0% | -67.7% | -24.0% |
| 3Y | +297.2% | +248.2% | +49.0% | +134.7% |
| 5Y | +95.9% | +432.4% | -336.5% | -4.5% |
| 10Y | +492.6% | +739.5% | -246.9% | +88.4% |
| All | +1,182.6% | +2,108.2% | -925.6% | +155.5% |
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