+131.2%
TLT vs MTZ
+4,986.4%
-4,855.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | +0.2% |
| 7D | +0.4% | +3.6% | -3.1% | +0.6% |
| 30D | -0.3% | -9.6% | +9.3% | -0.7% |
| 3M | -1.7% | -31.9% | +30.2% | -3.1% |
| 6M | -4.9% | -13.8% | +8.9% | -5.1% |
| YTD | -2.8% | +13.3% | -16.0% | -1.7% |
| 1Y | -4.2% | +39.3% | -43.5% | -2.1% |
| 3Y | -1.1% | +168.3% | -169.4% | +5.2% |
| 5Y | -33.7% | +166.4% | -200.1% | -28.9% |
| 10Y | -20.7% | +739.9% | -760.6% | -7.6% |
| All | +131.2% | +4,986.4% | -4,855.2% | +195.8% |
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