-35.1%
TLT vs MTZ
+156.0%
-191.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -1.2% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -1.3% | -14.8% | +13.5% | -1.4% |
| 3M | -3.7% | -30.8% | +27.1% | -3.7% |
| 6M | -6.4% | -22.6% | +16.3% | -6.2% |
| YTD | -4.5% | +6.8% | -11.3% | -4.1% |
| 1Y | -5.9% | +22.1% | -28.0% | -5.3% |
| 3Y | -2.8% | +153.1% | -155.9% | -2.7% |
| 5Y | -35.1% | +161.4% | -196.5% | -34.9% |
| All | -35.1% | +156.0% | -191.0% | -34.9% |
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