+14,971.0%
TT vs MTZ
+2,368.0%
+12,603.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | +8.1% | +16.5% | -8.4% | +5.5% |
| 30D | -11.3% | -10.2% | -1.1% | -10.2% |
| 3M | -11.2% | -34.2% | +23.0% | -6.0% |
| 6M | -8.9% | -56.0% | +47.1% | +1.5% |
| YTD | +9.7% | -14.8% | +24.6% | +10.5% |
| 1Y | +1.3% | -7.2% | +8.5% | +0.6% |
| 3Y | +93.4% | +275.8% | -182.4% | +54.7% |
| 5Y | +133.5% | +93.5% | +40.0% | +101.4% |
| 10Y | +739.9% | +432.7% | +307.3% | +507.9% |
| All | +14,971.0% | +2,368.0% | +12,603.0% | +7,478.2% |
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