+95.9%
MTZ vs TXG
-62.8%
+158.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.7% | -1.1% | +6.8% |
| 7D | -2.4% | +5.5% | -8.0% | -3.6% |
| 30D | -11.1% | -19.3% | +8.2% | -8.4% |
| 3M | -30.6% | +25.0% | -55.6% | -35.6% |
| 6M | -54.4% | +201.2% | -255.5% | -64.7% |
| YTD | -13.0% | +298.8% | -311.9% | -37.2% |
| 1Y | -5.7% | +326.6% | -332.2% | -33.2% |
| 3Y | +297.2% | +78.3% | +218.8% | +212.2% |
| 5Y | +95.9% | -61.3% | +157.2% | +77.6% |
| All | +95.9% | -62.8% | +158.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling