+184.2%
MTZ vs TXG
+16.5%
+167.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.8% |
| 7D | -8.7% | -3.7% | -5.1% | -8.3% |
| 30D | -15.0% | -22.0% | +7.0% | -12.1% |
| 3M | -32.6% | +7.4% | -40.0% | -35.0% |
| 6M | -56.3% | +191.2% | -247.6% | -65.0% |
| YTD | -16.8% | +285.7% | -302.5% | -37.3% |
| 1Y | -10.0% | +268.3% | -278.3% | -31.9% |
| 3Y | +267.1% | +77.3% | +189.8% | +195.1% |
| 5Y | +89.9% | -62.3% | +152.2% | +74.9% |
| All | +184.2% | +16.5% | +167.7% | +110.7% |
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