+166.4%
MTZ vs TRI
-7.1%
+173.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +3.8% |
| 7D | +3.6% | -7.1% | +10.6% | +3.5% |
| 30D | -9.6% | -2.3% | -7.3% | -9.7% |
| 3M | -31.9% | +19.6% | -51.5% | -33.2% |
| 6M | -13.8% | -8.7% | -5.1% | -10.8% |
| YTD | +13.3% | -22.3% | +35.5% | +24.1% |
| 1Y | +39.3% | -40.7% | +80.0% | +70.2% |
| 3Y | +168.3% | -17.8% | +186.1% | +167.0% |
| 5Y | +166.4% | -8.5% | +174.9% | +137.0% |
| All | +166.4% | -7.1% | +173.5% | +137.0% |
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