+379.4%
TTD vs MTZ
+751.7%
-372.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.0% |
| 7D | +6.3% | -1.6% | +7.9% | +6.8% |
| 30D | -23.9% | -11.1% | -12.8% | -21.7% |
| 3M | -31.4% | -36.7% | +5.3% | -23.5% |
| 6M | -42.7% | -21.9% | -20.7% | -42.0% |
| YTD | -62.0% | +9.1% | -71.1% | -66.3% |
| 1Y | -72.2% | +30.0% | -102.2% | -77.4% |
| 3Y | -81.9% | +138.5% | -220.4% | -88.9% |
| 5Y | -81.5% | +158.3% | -239.9% | -89.3% |
| All | +379.4% | +751.7% | -372.3% | +35.7% |
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 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