+398.0%
MTZ vs TRI
+225.2%
+172.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | -2.9% | +7.9% | +5.4% |
| 30D | -6.0% | +3.7% | -9.7% | -7.7% |
| 3M | -36.1% | +3.7% | -39.8% | -37.7% |
| 6M | -56.9% | +35.1% | -92.0% | -62.4% |
| YTD | -15.9% | -14.0% | -1.9% | -12.8% |
| 1Y | -3.8% | -19.0% | +15.1% | +2.8% |
| 3Y | +272.3% | -12.0% | +284.2% | +260.8% |
| 5Y | +91.1% | +0.6% | +90.4% | +66.7% |
| All | +398.0% | +225.2% | +172.8% | +162.6% |
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