+166.4%
MTZ vs TRU
-35.2%
+201.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.6% | +4.7% |
| 7D | +3.6% | -7.2% | +10.7% | +5.8% |
| 30D | -9.6% | -2.8% | -6.8% | -9.2% |
| 3M | -31.9% | +13.0% | -45.0% | -36.0% |
| 6M | -13.8% | +0.7% | -14.5% | -16.4% |
| YTD | +13.3% | -9.0% | +22.3% | +13.1% |
| 1Y | +39.3% | -16.3% | +55.6% | +42.8% |
| 3Y | +168.3% | -1.1% | +169.4% | +149.1% |
| 5Y | +166.4% | -36.0% | +202.4% | +186.0% |
| All | +166.4% | -35.2% | +201.6% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling