-4.3%
MTZ vs TRI
-16.5%
+12.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.8% |
| 7D | +12.9% | -7.2% | +20.0% | +10.0% |
| 30D | -8.5% | +4.4% | -12.9% | -6.1% |
| 3M | -30.6% | +4.5% | -35.1% | -28.1% |
| 6M | -55.1% | +23.7% | -78.8% | -49.0% |
| YTD | -13.0% | -14.4% | +1.4% | -7.7% |
| 1Y | -4.3% | -17.4% | +13.1% | +1.3% |
| All | -4.3% | -16.5% | +12.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling