+911.5%
TT vs MTZ
+743.7%
+167.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | 0.0% |
| 7D | -1.0% | 0.0% | -0.9% | -1.0% |
| 30D | -8.9% | -14.8% | +5.9% | -5.0% |
| 3M | -1.8% | -30.8% | +29.0% | +6.5% |
| 6M | +1.9% | -22.6% | +24.5% | +6.8% |
| YTD | +13.8% | +6.8% | +7.0% | +8.3% |
| 1Y | +6.1% | +22.1% | -16.0% | -3.2% |
| 3Y | +119.6% | +153.1% | -33.5% | +57.7% |
| 5Y | +145.9% | +161.4% | -15.6% | +68.2% |
| All | +911.5% | +743.7% | +167.7% | +347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling