+30.0%
MTZ vs TRU
-7.3%
+37.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +1.1% |
| 7D | -1.6% | -6.8% | +5.2% | -2.7% |
| 30D | -11.1% | 0.0% | -11.1% | -11.0% |
| 3M | -36.7% | +13.3% | -50.0% | -35.6% |
| 6M | -21.9% | +3.4% | -25.4% | -20.3% |
| YTD | +9.1% | -6.4% | +15.5% | +11.2% |
| 1Y | +30.0% | -9.7% | +39.7% | +29.2% |
| All | +30.0% | -7.3% | +37.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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