+95.0%
MTZ vs TXT
+8.5%
+86.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -6.0% | +13.3% | -19.4% | -13.1% |
| 3M | -36.1% | -5.0% | -31.2% | -34.7% |
| 6M | -56.9% | -8.4% | -48.5% | -55.0% |
| YTD | -15.9% | -4.0% | -11.9% | -15.3% |
| 1Y | -3.8% | +2.8% | -6.6% | -7.0% |
| 3Y | +272.3% | +10.3% | +262.0% | +234.3% |
| All | +95.0% | +8.5% | +86.4% | +68.9% |
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