-24.5%
TE vs MTZ
+151.6%
-176.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -4.1% |
| 7D | +0.9% | 0.0% | +0.9% | +1.2% |
| 30D | -16.3% | -14.8% | -1.4% | -6.0% |
| 3M | -40.8% | -30.8% | -9.9% | -21.0% |
| 6M | -42.6% | -22.6% | -20.0% | -31.0% |
| YTD | -31.4% | +6.8% | -38.3% | -34.9% |
| 1Y | +144.9% | +22.1% | +122.8% | +107.1% |
| All | -24.5% | +151.6% | -176.1% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling