-75.3%
TTD vs MTZ
+271.0%
-346.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.5% |
| 7D | +21.3% | +5.0% | +16.3% | +20.5% |
| 30D | +28.7% | -6.0% | +34.7% | +29.2% |
| 3M | +7.7% | -36.1% | +43.8% | +14.2% |
| 6M | -23.5% | -56.9% | +33.4% | -13.4% |
| YTD | -58.7% | -15.9% | -42.8% | -63.1% |
| 1Y | -63.4% | -3.8% | -59.6% | -69.1% |
| 3Y | -75.3% | +272.3% | -347.6% | -87.0% |
| All | -75.3% | +271.0% | -346.3% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling