+258.1%
MTZ vs TRU
+65.0%
+193.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +10.0% |
| 7D | -6.4% | +5.7% | -12.1% | -7.8% |
| 30D | -22.1% | +29.2% | -51.3% | -27.5% |
| 3M | -32.7% | +2.7% | -35.3% | -33.8% |
| 6M | -59.8% | +15.2% | -75.0% | -62.6% |
| YTD | -19.9% | -4.9% | -15.0% | -20.7% |
| 1Y | -11.5% | +3.4% | -14.9% | -16.0% |
| 3Y | +258.1% | +63.2% | +194.9% | +178.4% |
| All | +258.1% | +65.0% | +193.1% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling