+5,975.1%
TGT vs MTZ
+3,109.1%
+2,866.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | -3.6% | +2.3% | -5.8% | -3.8% |
| 30D | +4.4% | -10.3% | +14.7% | +5.5% |
| 3M | +25.4% | -31.8% | +57.2% | +29.3% |
| 6M | +33.4% | -19.2% | +52.6% | +34.8% |
| YTD | +65.6% | +10.7% | +54.9% | +61.5% |
| 1Y | +80.3% | +37.5% | +42.7% | +71.3% |
| 3Y | +42.1% | +162.4% | -120.2% | +23.9% |
| 5Y | -25.0% | +166.3% | -191.3% | -35.5% |
| 10Y | +208.2% | +753.2% | -545.0% | +127.5% |
| All | +5,975.1% | +3,109.1% | +2,866.0% | +3,389.7% |
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