-25.1%
TGT vs MTZ
+168.2%
-193.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.5% |
| 7D | -5.2% | +1.4% | -6.6% | -5.5% |
| 30D | +1.2% | -14.5% | +15.7% | +3.5% |
| 3M | +18.4% | -32.9% | +51.3% | +24.3% |
| 6M | +33.4% | -20.8% | +54.3% | +35.0% |
| YTD | +63.8% | +10.6% | +53.2% | +54.4% |
| 1Y | +77.2% | +27.1% | +50.1% | +61.6% |
| 3Y | +41.8% | +166.1% | -124.4% | +5.3% |
| All | -25.1% | +168.2% | -193.3% | -46.9% |
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