+172.6%
TTMI vs MTZ
+30.9%
+141.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +7.0% |
| 7D | +5.9% | -1.6% | +7.4% | +7.4% |
| 30D | -4.3% | -11.1% | +6.8% | +6.2% |
| 3M | -32.0% | -36.7% | +4.7% | -0.4% |
| 6M | +19.5% | -21.9% | +41.4% | +39.4% |
| YTD | +82.0% | +9.1% | +72.9% | +55.5% |
| 1Y | +172.6% | +30.0% | +142.7% | +109.2% |
| All | +172.6% | +30.9% | +141.8% | +109.2% |
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