-80.9%
TTD vs MTZ
+162.0%
-243.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -4.6% | +2.3% | -6.9% | -5.3% |
| 30D | +3.7% | -10.3% | +13.9% | +6.4% |
| 3M | -30.2% | -31.8% | +1.6% | -24.7% |
| 6M | -51.4% | -19.2% | -32.2% | -51.9% |
| YTD | -63.4% | +10.7% | -74.2% | -68.5% |
| 1Y | -73.5% | +37.5% | -111.1% | -79.7% |
| 3Y | -83.5% | +162.4% | -245.8% | -90.7% |
| 5Y | -80.9% | +166.3% | -247.3% | -89.7% |
| All | -80.9% | +162.0% | -243.0% | -89.7% |
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