+3,134.4%
MTZ vs TXT
+2,070.1%
+1,064.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -4.8% | +3.2% | +0.5% |
| 30D | -11.1% | -10.6% | -0.5% | -6.6% |
| 3M | -36.7% | -13.2% | -23.5% | -32.6% |
| 6M | -21.9% | -20.3% | -1.6% | -13.8% |
| YTD | +9.1% | -9.3% | +18.4% | +13.3% |
| 1Y | +30.0% | -2.7% | +32.7% | +31.0% |
| 3Y | +138.5% | +1.4% | +137.1% | +133.8% |
| 5Y | +158.3% | +9.6% | +148.8% | +142.8% |
| 10Y | +700.8% | +94.9% | +605.9% | +482.9% |
| All | +3,134.4% | +2,070.1% | +1,064.4% | +1,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling