+148.6%
TE vs MTZ
+30.9%
+117.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | -0.2% |
| 7D | -4.0% | -1.6% | -2.4% | -2.9% |
| 30D | -15.9% | -11.1% | -4.8% | -9.4% |
| 3M | -60.5% | -36.7% | -23.8% | -45.2% |
| 6M | -35.2% | -21.9% | -13.3% | -20.1% |
| YTD | -31.1% | +9.1% | -40.3% | -25.9% |
| 1Y | +148.6% | +30.0% | +118.7% | +175.7% |
| All | +148.6% | +30.9% | +117.8% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling