+166.4%
MTZ vs TXG
-65.4%
+231.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +2.9% |
| 7D | +3.6% | +9.4% | -5.8% | +1.7% |
| 30D | -9.6% | +26.1% | -35.7% | -14.1% |
| 3M | -31.9% | +124.8% | -156.7% | -42.3% |
| 6M | -13.8% | +215.2% | -229.0% | -32.3% |
| YTD | +13.3% | +302.2% | -289.0% | -15.9% |
| 1Y | +39.3% | +370.9% | -331.6% | -1.2% |
| 3Y | +168.3% | +38.5% | +129.8% | +126.1% |
| 5Y | +166.4% | -64.4% | +230.8% | +126.2% |
| All | +166.4% | -65.4% | +231.8% | +126.2% |
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