+285.3%
MTZ vs TXT
+13.4%
+271.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.1% |
| 7D | +12.9% | -0.8% | +13.7% | +13.3% |
| 30D | -8.5% | +13.4% | -21.9% | -14.9% |
| 3M | -30.6% | -2.5% | -28.1% | -29.8% |
| 6M | -55.1% | -6.2% | -48.9% | -53.6% |
| YTD | -13.0% | -1.3% | -11.6% | -13.2% |
| 1Y | -4.3% | +4.3% | -8.6% | -7.5% |
| All | +285.3% | +13.4% | +271.9% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling