+278.2%
MTZ vs TXG
+24.6%
+253.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.7% |
| 7D | +2.3% | +9.1% | -6.9% | +0.7% |
| 30D | -10.3% | +14.9% | -25.2% | -12.7% |
| 3M | -31.8% | +120.0% | -151.8% | -41.1% |
| 6M | -19.2% | +221.8% | -241.0% | -35.4% |
| YTD | +10.7% | +312.6% | -301.8% | -15.8% |
| 1Y | +37.5% | +398.4% | -360.9% | -0.1% |
| 3Y | +162.4% | +42.1% | +120.3% | +122.3% |
| 5Y | +166.3% | -63.5% | +229.8% | +149.7% |
| All | +278.2% | +24.6% | +253.6% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling