+272.8%
MTZ vs TXG
+16.0%
+256.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -11.1% | +32.0% | -43.1% | -15.8% |
| 3M | -36.7% | +87.0% | -123.7% | -43.8% |
| 6M | -21.9% | +180.1% | -202.0% | -36.0% |
| YTD | +9.1% | +284.1% | -275.0% | -15.9% |
| 1Y | +30.0% | +361.7% | -331.7% | -4.3% |
| 3Y | +138.5% | +15.9% | +122.5% | +108.6% |
| 5Y | +158.3% | -66.2% | +224.5% | +145.5% |
| All | +272.8% | +16.0% | +256.7% | +182.6% |
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 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