+74.8%
MTZ vs TXT
+7.8%
+67.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.6% |
| 7D | -6.4% | -2.5% | -3.9% | -5.0% |
| 30D | -22.1% | +14.4% | -36.4% | -28.4% |
| 3M | -32.7% | -4.9% | -27.8% | -31.2% |
| 6M | -59.8% | -10.2% | -49.6% | -57.5% |
| YTD | -19.9% | -4.1% | -15.8% | -19.2% |
| 1Y | -11.5% | +4.0% | -15.4% | -14.9% |
| 3Y | +258.1% | +8.0% | +250.1% | +225.9% |
| All | +74.8% | +7.8% | +67.0% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling