+802.2%
TTMI vs MTZ
+156.0%
+646.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | +0.4% |
| 7D | +6.0% | 0.0% | +6.1% | +6.1% |
| 30D | -6.4% | -14.8% | +8.4% | +2.6% |
| 3M | -28.9% | -30.8% | +1.9% | -13.5% |
| 6M | +26.9% | -22.6% | +49.5% | +47.4% |
| YTD | +77.3% | +6.8% | +70.5% | +77.6% |
| 1Y | +147.5% | +22.1% | +125.4% | +135.3% |
| 3Y | +847.6% | +153.1% | +694.5% | +582.1% |
| 5Y | +802.2% | +161.4% | +640.8% | +496.7% |
| All | +802.2% | +156.0% | +646.2% | +496.7% |
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