+140.0%
TRV vs MTZ
+151.6%
-11.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +0.5% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | -1.8% | -14.8% | +13.0% | -1.8% |
| 3M | +21.6% | -30.8% | +52.4% | +21.6% |
| 6M | +22.5% | -22.6% | +45.1% | +21.8% |
| YTD | +28.1% | +6.8% | +21.3% | +25.9% |
| 1Y | +37.0% | +22.1% | +14.9% | +33.7% |
| All | +140.0% | +151.6% | -11.5% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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