+75.7%
TFC vs MTZ
+420.7%
-345.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | +2.3% | +5.0% | -2.7% | +0.5% |
| 30D | +10.8% | -6.0% | +16.8% | +11.5% |
| 3M | -3.8% | -36.1% | +32.4% | +9.0% |
| 6M | +9.6% | -56.9% | +66.4% | +37.8% |
| YTD | +5.8% | -15.9% | +21.7% | +3.1% |
| 1Y | +16.2% | -3.8% | +20.0% | +7.4% |
| 3Y | +96.0% | +272.3% | -176.3% | +0.6% |
| 5Y | +1.7% | +91.1% | -89.4% | -35.6% |
| All | +75.7% | +420.7% | -345.1% | -27.5% |
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