+821.7%
MTZ vs TRU
+251.7%
+570.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +7.6% |
| 7D | -2.4% | +4.9% | -7.3% | -4.8% |
| 30D | -11.1% | +26.9% | -38.0% | -20.9% |
| 3M | -30.6% | +4.0% | -34.6% | -33.3% |
| 6M | -54.4% | +15.8% | -70.2% | -59.3% |
| YTD | -13.0% | -2.6% | -10.4% | -17.8% |
| 1Y | -5.7% | +3.9% | -9.5% | -13.9% |
| 3Y | +297.2% | +59.2% | +238.0% | +177.1% |
| 5Y | +95.9% | -25.7% | +121.5% | +95.4% |
| 10Y | +492.6% | +179.3% | +313.3% | +177.4% |
| All | +821.7% | +251.7% | +570.1% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling