+161.7%
TTMI vs MTZ
+26.3%
+135.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +0.2% |
| 7D | +0.7% | +1.4% | -0.7% | -0.6% |
| 30D | -8.4% | -14.5% | +6.0% | +5.6% |
| 3M | -32.5% | -32.9% | +0.5% | -6.2% |
| 6M | +32.5% | -20.8% | +53.3% | +50.6% |
| YTD | +83.2% | +10.6% | +72.6% | +48.2% |
| 1Y | +161.7% | +27.1% | +134.6% | +79.0% |
| All | +161.7% | +26.3% | +135.4% | +79.0% |
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 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