+157.9%
MTZ vs TXT
+10.4%
+147.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -4.8% | +3.2% | +1.3% |
| 30D | -11.1% | -10.6% | -0.5% | -5.0% |
| 3M | -36.7% | -13.2% | -23.5% | -31.2% |
| 6M | -21.9% | -20.3% | -1.6% | -11.1% |
| YTD | +9.1% | -9.3% | +18.4% | +14.5% |
| 1Y | +30.0% | -2.7% | +32.7% | +30.7% |
| 3Y | +138.5% | +1.4% | +137.1% | +126.8% |
| All | +157.9% | +10.4% | +147.5% | +118.7% |
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