+37.5%
MTZ vs TRI
-42.5%
+80.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.9% |
| 7D | +2.3% | -8.4% | +10.7% | -0.5% |
| 30D | -10.3% | -6.5% | -3.8% | -11.8% |
| 3M | -31.8% | +18.6% | -50.4% | -26.4% |
| 6M | -19.2% | -10.4% | -8.7% | -15.2% |
| YTD | +10.7% | -23.7% | +34.4% | +8.9% |
| 1Y | +37.5% | -42.5% | +80.0% | +17.8% |
| All | +37.5% | -42.5% | +80.0% | +17.8% |
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