+139.2%
TT vs MTZ
+98.6%
+40.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | -0.2% |
| 7D | +3.5% | +12.9% | -9.4% | +0.3% |
| 30D | -11.0% | -8.5% | -2.5% | -9.6% |
| 3M | -12.0% | -30.6% | +18.6% | -4.6% |
| 6M | -10.4% | -55.1% | +44.7% | +7.1% |
| YTD | +9.9% | -13.0% | +22.9% | +9.5% |
| 1Y | +1.5% | -4.3% | +5.7% | -1.6% |
| 3Y | +93.7% | +284.0% | -190.3% | +35.6% |
| 5Y | +139.2% | +97.7% | +41.6% | +83.6% |
| All | +139.2% | +98.6% | +40.6% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling