+668.9%
TEL vs MTZ
+1,649.1%
-980.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.5% |
| 7D | +1.2% | +2.3% | -1.1% | +0.5% |
| 30D | -4.1% | -10.3% | +6.2% | -1.2% |
| 3M | -2.6% | -31.8% | +29.3% | +6.5% |
| 6M | 0.0% | -19.2% | +19.2% | +3.5% |
| YTD | -9.1% | +10.7% | -19.8% | -14.5% |
| 1Y | -0.8% | +37.5% | -38.4% | -12.9% |
| 3Y | +67.4% | +162.4% | -95.0% | +15.7% |
| 5Y | +51.8% | +166.3% | -114.6% | +1.5% |
| 10Y | +299.4% | +753.2% | -453.7% | +75.8% |
| All | +668.9% | +1,649.1% | -980.2% | +127.9% |
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 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