+753.2%
MTZ vs TRI
+190.6%
+562.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.8% |
| 7D | +2.3% | -8.4% | +10.7% | +4.0% |
| 30D | -10.3% | -6.5% | -3.8% | -9.4% |
| 3M | -31.8% | +18.6% | -50.4% | -37.0% |
| 6M | -19.2% | -10.4% | -8.7% | -18.3% |
| YTD | +10.7% | -23.7% | +34.4% | +19.2% |
| 1Y | +37.5% | -42.5% | +80.0% | +70.9% |
| 3Y | +162.4% | -19.3% | +181.6% | +158.3% |
| 5Y | +166.3% | -9.7% | +176.0% | +140.0% |
| 10Y | +753.2% | +194.4% | +558.7% | +362.3% |
| All | +753.2% | +190.6% | +562.6% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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