-14.3%
MTZ vs TXG
+406.9%
-421.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.4% | -18.8% | -15.8% |
| 7D | -7.4% | -19.3% | +11.9% | -5.3% |
| 30D | -23.6% | -30.9% | +7.3% | -20.6% |
| 3M | -38.3% | +41.1% | -79.4% | -44.2% |
| 6M | -60.6% | +211.9% | -272.5% | -68.1% |
| YTD | -22.9% | +314.0% | -336.9% | -40.5% |
| 1Y | -14.3% | +405.4% | -419.7% | -35.8% |
| All | -14.3% | +406.9% | -421.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling