-72.0%
TTD vs MTZ
-14.7%
-57.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.4% | +18.3% | -0.5% |
| 7D | +3.7% | -7.4% | +11.1% | +2.4% |
| 30D | +10.4% | -23.6% | +34.0% | +5.0% |
| 3M | -31.6% | -38.3% | +6.7% | -37.3% |
| 6M | -45.1% | -60.6% | +15.5% | -53.6% |
| YTD | -65.1% | -22.9% | -42.3% | -68.6% |
| 1Y | -72.0% | -14.3% | -57.7% | -75.0% |
| All | -72.0% | -14.7% | -57.3% | -75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling