+156.5%
MTZ vs TXG
+21.6%
+134.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -1.6% | +1.8% | -3.4% | -2.0% |
| 30D | -11.1% | +32.0% | -43.1% | -17.0% |
| 3M | -36.7% | +87.0% | -123.7% | -45.3% |
| 6M | -21.9% | +180.1% | -202.0% | -39.0% |
| YTD | +9.1% | +284.1% | -275.0% | -21.3% |
| 1Y | +30.0% | +361.7% | -331.7% | -11.8% |
| All | +156.5% | +21.6% | +134.9% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling