+419.8%
TXN vs MTZ
+773.6%
-353.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.8% |
| 7D | +4.0% | +1.4% | +2.6% | +3.5% |
| 30D | -2.9% | -14.5% | +11.6% | +1.5% |
| 3M | -9.1% | -32.9% | +23.8% | +0.5% |
| 6M | +36.6% | -20.8% | +57.5% | +43.9% |
| YTD | +57.5% | +10.6% | +46.9% | +50.4% |
| 1Y | +49.5% | +27.1% | +22.4% | +36.8% |
| 3Y | +76.5% | +166.1% | -89.6% | +25.6% |
| 5Y | +62.4% | +170.7% | -108.3% | +11.4% |
| All | +419.8% | +773.6% | -353.8% | +156.9% |
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