-35.1%
TLT vs MTZ
+92.0%
-127.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.7% | +16.5% | -19.2% | -2.7% |
| 30D | +2.2% | -10.2% | +12.3% | +2.2% |
| 3M | -1.7% | -34.2% | +32.4% | -1.7% |
| 6M | -4.0% | -56.0% | +52.0% | -4.0% |
| YTD | -4.9% | -14.8% | +9.9% | -4.6% |
| 1Y | -7.4% | -7.2% | -0.1% | -6.9% |
| 3Y | +3.0% | +275.8% | -272.7% | +5.5% |
| 5Y | -35.1% | +93.5% | -128.6% | -35.5% |
| All | -35.1% | +92.0% | -127.1% | -35.5% |
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