+190.9%
MTZ vs TXG
+9.4%
+181.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.4% |
| 7D | +16.5% | +1.8% | +14.7% | +16.2% |
| 30D | -10.2% | -17.7% | +7.5% | -8.0% |
| 3M | -34.2% | +2.3% | -36.5% | -36.0% |
| 6M | -56.0% | +182.5% | -238.5% | -64.5% |
| YTD | -14.8% | +262.4% | -277.2% | -35.2% |
| 1Y | -7.2% | +254.1% | -261.3% | -29.3% |
| 3Y | +275.8% | +66.6% | +209.2% | +205.2% |
| 5Y | +93.5% | -64.5% | +158.0% | +80.0% |
| All | +190.9% | +9.4% | +181.5% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling