+13,634.3%
TSM vs MTZ
+700.6%
+12,933.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.3% |
| 7D | +2.7% | -1.6% | +4.3% | +3.1% |
| 30D | +3.6% | -11.1% | +14.7% | +6.5% |
| 3M | -3.4% | -36.7% | +33.3% | +7.3% |
| 6M | +20.6% | -21.9% | +42.6% | +27.0% |
| YTD | +41.9% | +9.1% | +32.8% | +37.4% |
| 1Y | +84.4% | +30.0% | +54.4% | +71.1% |
| 3Y | +380.2% | +138.5% | +241.8% | +279.2% |
| 5Y | +275.3% | +158.3% | +117.0% | +184.5% |
| 10Y | +1,751.4% | +700.8% | +1,050.6% | +891.4% |
| All | +13,634.3% | +700.6% | +12,933.7% | +7,318.2% |
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