+20,639.1%
TXN vs MTZ
+3,109.1%
+17,530.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.4% |
| 7D | +2.7% | +2.3% | +0.4% | +2.3% |
| 30D | -6.7% | -10.3% | +3.6% | -5.1% |
| 3M | -8.9% | -31.8% | +22.9% | -3.6% |
| 6M | +34.7% | -19.2% | +53.9% | +38.6% |
| YTD | +53.3% | +10.7% | +42.6% | +49.5% |
| 1Y | +45.0% | +37.5% | +7.5% | +36.2% |
| 3Y | +73.1% | +162.4% | -89.2% | +43.3% |
| 5Y | +59.9% | +166.3% | -106.4% | +30.4% |
| 10Y | +415.7% | +753.2% | -337.5% | +237.7% |
| All | +20,639.1% | +3,109.1% | +17,530.0% | +8,616.0% |
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 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