+2,700.2%
TFC vs MTZ
+3,062.5%
-362.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +2.4% | -1.6% | +4.0% | +2.6% |
| 30D | -1.3% | -11.1% | +9.8% | +0.2% |
| 3M | +6.1% | -36.7% | +42.8% | +11.7% |
| 6M | +7.3% | -21.9% | +29.3% | +9.5% |
| YTD | +8.2% | +9.1% | -0.9% | +5.2% |
| 1Y | +14.4% | +30.0% | -15.5% | +8.2% |
| 3Y | +93.7% | +138.5% | -44.7% | +65.5% |
| 5Y | +16.4% | +158.3% | -142.0% | -2.6% |
| 10Y | +101.6% | +700.8% | -599.2% | +45.2% |
| All | +2,700.2% | +3,062.5% | -362.4% | +1,553.3% |
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