+364.1%
TTD vs MTZ
+733.8%
-369.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.2% | +1.7% |
| 7D | -7.4% | 0.0% | -7.4% | -7.5% |
| 30D | +3.0% | -14.8% | +17.9% | +7.8% |
| 3M | -27.6% | -30.8% | +3.2% | -21.8% |
| 6M | -49.5% | -22.6% | -26.9% | -48.7% |
| YTD | -63.2% | +6.8% | -70.0% | -67.2% |
| 1Y | -69.7% | +22.1% | -91.9% | -74.7% |
| 3Y | -83.3% | +153.1% | -236.5% | -90.0% |
| 5Y | -80.8% | +161.4% | -242.2% | -88.9% |
| All | +364.1% | +733.8% | -369.6% | +32.1% |
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