-21.9%
MTZ vs TXG
+177.1%
-199.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | -11.1% | +32.0% | -43.1% | -17.7% |
| 3M | -36.7% | +87.0% | -123.7% | -44.4% |
| 6M | -21.9% | +180.1% | -202.0% | -37.2% |
| All | -21.9% | +177.1% | -199.0% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling