+6,432.7%
TRV vs MTZ
+3,109.1%
+3,323.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.5% |
| 7D | +0.2% | +2.3% | -2.1% | 0.0% |
| 30D | -2.3% | -10.3% | +8.0% | -1.5% |
| 3M | +22.7% | -31.8% | +54.5% | +25.8% |
| 6M | +21.9% | -19.2% | +41.1% | +22.9% |
| YTD | +27.5% | +10.7% | +16.7% | +24.7% |
| 1Y | +36.2% | +37.5% | -1.3% | +30.5% |
| 3Y | +140.6% | +162.4% | -21.8% | +113.7% |
| 5Y | +154.5% | +166.3% | -11.8% | +123.2% |
| 10Y | +295.4% | +753.2% | -457.7% | +207.8% |
| All | +6,432.7% | +3,109.1% | +3,323.6% | +4,155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling