-59.8%
MTZ vs TXT
-10.0%
-49.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.2% |
| 7D | -6.4% | -2.5% | -3.9% | -5.5% |
| 30D | -22.1% | +14.4% | -36.4% | -27.0% |
| 3M | -32.7% | -4.9% | -27.8% | -28.9% |
| 6M | -59.8% | -10.2% | -49.6% | -55.9% |
| All | -59.8% | -10.0% | -49.8% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling