-7.2%
MTZ vs TRU
-1.2%
-6.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.4% |
| 7D | +16.5% | -2.2% | +18.6% | +15.9% |
| 30D | -10.2% | +20.2% | -30.4% | -6.6% |
| 3M | -34.2% | +2.2% | -36.4% | -33.5% |
| 6M | -56.0% | +17.6% | -73.5% | -54.6% |
| YTD | -14.8% | -5.0% | -9.9% | -11.6% |
| 1Y | -7.2% | -1.0% | -6.3% | -4.5% |
| All | -7.2% | -1.2% | -6.0% | -4.5% |
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