+88.6%
TGT vs MTZ
-14.7%
+103.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.4% | +21.0% | +4.8% |
| 7D | +9.5% | -7.4% | +16.9% | +8.9% |
| 30D | +6.6% | -23.6% | +30.2% | +5.6% |
| 3M | +11.0% | -38.3% | +49.3% | +9.5% |
| 6M | +29.9% | -60.6% | +90.5% | +29.1% |
| YTD | +71.4% | -22.9% | +94.3% | +64.0% |
| 1Y | +88.6% | -14.3% | +102.9% | +77.3% |
| All | +88.6% | -14.7% | +103.3% | +77.3% |
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 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