+21.3%
TFC vs MTZ
-14.7%
+36.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -15.4% | +18.3% | +3.3% |
| 7D | +5.1% | -7.4% | +12.5% | +5.0% |
| 30D | +9.8% | -23.6% | +33.4% | +10.7% |
| 3M | -2.4% | -38.3% | +35.9% | -0.6% |
| 6M | +4.9% | -60.6% | +65.5% | +10.5% |
| YTD | +6.6% | -22.9% | +29.5% | +2.1% |
| 1Y | +21.3% | -14.3% | +35.6% | +14.2% |
| All | +21.3% | -14.7% | +36.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling