+74.8%
MTZ vs TRU
-26.8%
+101.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +10.1% |
| 7D | -6.4% | +5.7% | -12.1% | -8.2% |
| 30D | -22.1% | +29.2% | -51.3% | -28.6% |
| 3M | -32.7% | +2.7% | -35.3% | -34.1% |
| 6M | -59.8% | +15.2% | -75.0% | -63.0% |
| YTD | -19.9% | -4.9% | -15.0% | -21.8% |
| 1Y | -11.5% | +3.4% | -14.9% | -16.8% |
| 3Y | +258.1% | +63.2% | +194.9% | +174.8% |
| All | +74.8% | -26.8% | +101.6% | +78.4% |
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 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