+1,124.0%
TTMI vs MTZ
+773.6%
+350.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +1.7% |
| 7D | +0.7% | +1.4% | -0.7% | +0.1% |
| 30D | -8.4% | -14.5% | +6.0% | -1.4% |
| 3M | -32.5% | -32.9% | +0.5% | -19.3% |
| 6M | +32.5% | -20.8% | +53.3% | +48.9% |
| YTD | +83.2% | +10.6% | +72.6% | +80.2% |
| 1Y | +161.7% | +27.1% | +134.6% | +145.3% |
| 3Y | +890.1% | +166.1% | +724.0% | +587.1% |
| 5Y | +832.4% | +170.7% | +661.8% | +519.0% |
| All | +1,124.0% | +773.6% | +350.4% | +446.9% |
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