+442.2%
MTZ vs TRU
+174.2%
+268.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.9% |
| 7D | -8.7% | +4.6% | -13.3% | -10.7% |
| 30D | -15.0% | +25.4% | -40.4% | -23.6% |
| 3M | -32.6% | +4.0% | -36.5% | -35.0% |
| 6M | -56.3% | +14.5% | -70.8% | -60.7% |
| YTD | -16.8% | -3.7% | -13.1% | -20.7% |
| 1Y | -10.0% | +2.8% | -12.8% | -17.2% |
| 3Y | +267.1% | +58.5% | +208.6% | +159.1% |
| 5Y | +89.9% | -25.0% | +114.9% | +89.6% |
| 10Y | +442.2% | +186.0% | +256.2% | +213.4% |
| All | +442.2% | +174.2% | +268.1% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling