+95.9%
MTZ vs TRI
-0.6%
+96.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.8% | +12.4% | +8.3% |
| 7D | -2.4% | -11.4% | +9.0% | -2.8% |
| 30D | -11.1% | +4.9% | -16.0% | -11.1% |
| 3M | -30.6% | +7.0% | -37.7% | -30.6% |
| 6M | -54.4% | +18.2% | -72.5% | -54.5% |
| YTD | -13.0% | -14.8% | +1.8% | -4.5% |
| 1Y | -5.7% | -18.0% | +12.3% | +5.1% |
| 3Y | +297.2% | -12.0% | +309.1% | +299.6% |
| 5Y | +95.9% | -0.8% | +96.7% | +83.4% |
| All | +95.9% | -0.6% | +96.5% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling