+125.1%
TLT vs MTZ
+3,676.4%
-3,551.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.5% |
| 7D | -3.1% | +5.0% | -8.1% | -2.9% |
| 30D | +1.0% | -6.0% | +7.1% | +0.9% |
| 3M | -2.7% | -36.1% | +33.4% | -4.4% |
| 6M | -4.1% | -56.9% | +52.7% | -7.2% |
| YTD | -5.4% | -15.9% | +10.6% | -5.4% |
| 1Y | -7.0% | -3.8% | -3.2% | -6.4% |
| 3Y | +2.8% | +272.3% | -269.4% | +11.5% |
| 5Y | -35.4% | +91.1% | -126.4% | -31.6% |
| 10Y | -13.1% | +426.0% | -439.1% | -0.8% |
| All | +125.1% | +3,676.4% | -3,551.3% | +184.8% |
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