+8,187.2%
TMO vs MTZ
+3,105.5%
+5,081.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.7% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | +1.1% | -14.5% | +15.6% | +2.7% |
| 3M | +28.3% | -32.9% | +61.3% | +32.7% |
| 6M | +23.3% | -20.8% | +44.1% | +24.8% |
| YTD | +5.5% | +10.6% | -5.1% | +2.9% |
| 1Y | +24.5% | +27.1% | -2.5% | +19.5% |
| 3Y | +19.6% | +166.1% | -146.6% | +4.2% |
| 5Y | +8.1% | +170.7% | -162.6% | -7.2% |
| 10Y | +336.7% | +752.2% | -415.5% | +219.0% |
| All | +8,187.2% | +3,105.5% | +5,081.7% | +4,731.4% |
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