+1,851.9%
TER vs MTZ
+773.6%
+1,078.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -1.0% | +0.9% |
| 7D | +6.4% | +1.4% | +5.0% | +5.7% |
| 30D | -5.7% | -14.5% | +8.8% | +1.7% |
| 3M | -0.4% | -32.9% | +32.5% | +20.1% |
| 6M | +25.8% | -20.8% | +46.7% | +42.8% |
| YTD | +96.4% | +10.6% | +85.8% | +94.4% |
| 1Y | +229.2% | +27.1% | +202.1% | +210.0% |
| 3Y | +288.1% | +166.1% | +122.0% | +163.5% |
| 5Y | +219.9% | +170.7% | +49.3% | +109.5% |
| All | +1,851.9% | +773.6% | +1,078.3% | +752.0% |
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 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