+494.4%
TEAM vs MTZ
+773.6%
-279.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | +15.8% | -14.5% | +30.2% | +17.9% |
| 3M | +101.5% | -32.9% | +134.4% | +108.8% |
| 6M | +138.2% | -20.8% | +159.0% | +138.5% |
| YTD | +10.8% | +10.6% | +0.2% | +4.2% |
| 1Y | +1.7% | +27.1% | -25.4% | -7.1% |
| 3Y | -16.0% | +166.1% | -182.2% | -33.3% |
| 5Y | -52.7% | +170.7% | -223.4% | -63.4% |
| All | +494.4% | +773.6% | -279.1% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling