-48.5%
TE vs MTZ
+296.5%
-345.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.8% | +6.2% | +8.3% |
| 7D | +18.2% | +3.6% | +14.7% | +16.5% |
| 30D | -13.5% | -9.6% | -3.9% | -9.8% |
| 3M | -44.6% | -31.9% | -12.6% | -33.7% |
| 6M | -24.7% | -13.8% | -10.9% | -18.5% |
| YTD | -24.3% | +13.3% | -37.5% | -26.0% |
| 1Y | +155.6% | +39.3% | +116.3% | +129.2% |
| 3Y | -18.3% | +168.3% | -186.6% | -42.2% |
| 5Y | -41.3% | +166.4% | -207.7% | -59.3% |
| All | -48.5% | +296.5% | -345.0% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling