+14.5%
TFC vs MTZ
+162.0%
-147.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -1.3% | +2.3% | -3.6% | -1.9% |
| 30D | -2.3% | -10.3% | +7.9% | 0.0% |
| 3M | +2.5% | -31.8% | +34.3% | +9.9% |
| 6M | +9.5% | -19.2% | +28.7% | +11.2% |
| YTD | +5.1% | +10.7% | -5.7% | -3.1% |
| 1Y | +15.5% | +37.5% | -22.1% | -1.0% |
| 3Y | +95.2% | +162.4% | -67.2% | +31.5% |
| 5Y | +14.5% | +166.3% | -151.9% | -27.6% |
| All | +14.5% | +162.0% | -147.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling