+2,384.6%
MTZ vs TRI
+584.0%
+1,800.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | +16.5% | -7.5% | +24.0% | +19.9% |
| 30D | -10.2% | +3.9% | -14.1% | -13.6% |
| 3M | -34.2% | +7.2% | -41.3% | -38.6% |
| 6M | -56.0% | +27.0% | -82.9% | -64.4% |
| YTD | -14.8% | -14.0% | -0.8% | -18.6% |
| 1Y | -7.2% | -17.7% | +10.4% | -9.2% |
| 3Y | +275.8% | -10.7% | +286.4% | +237.8% |
| 5Y | +93.5% | +0.6% | +92.9% | +59.4% |
| 10Y | +432.7% | +225.3% | +207.4% | +111.3% |
| All | +2,384.6% | +584.0% | +1,800.6% | +558.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling