-14.3%
MTZ vs RBA
-2.0%
-12.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.1% | -17.5% | -15.4% |
| 7D | -7.4% | +12.7% | -20.1% | -7.4% |
| 30D | -23.6% | +15.5% | -39.1% | -23.6% |
| 3M | -38.3% | -14.0% | -24.3% | -36.9% |
| 6M | -60.6% | -8.8% | -51.8% | -60.3% |
| YTD | -22.9% | -6.9% | -16.0% | -26.0% |
| 1Y | -14.3% | -3.0% | -11.3% | -19.1% |
| All | -14.3% | -2.0% | -12.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling