+459.4%
TTMI vs MTZ
+618.8%
-159.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +1.6% |
| 7D | +12.2% | +3.6% | +8.6% | +10.8% |
| 30D | -5.7% | -9.6% | +3.9% | -1.9% |
| 3M | -27.5% | -31.9% | +4.5% | -16.8% |
| 6M | +47.1% | -13.8% | +60.9% | +56.9% |
| YTD | +87.5% | +13.3% | +74.2% | +82.6% |
| 1Y | +175.2% | +39.3% | +135.9% | +151.3% |
| 3Y | +901.9% | +168.3% | +733.6% | +613.3% |
| 5Y | +843.5% | +166.4% | +677.1% | +555.1% |
| 10Y | +1,077.0% | +739.9% | +337.1% | +406.9% |
| All | +459.4% | +618.8% | -159.4% | +139.5% |
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