-11.5%
MTZ vs RBA
-3.3%
-8.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +9.5% |
| 7D | -6.4% | +4.3% | -10.7% | -6.5% |
| 30D | -22.1% | +16.3% | -38.4% | -22.1% |
| 3M | -32.7% | +1.3% | -34.0% | -32.1% |
| 6M | -59.8% | -11.1% | -48.8% | -59.5% |
| YTD | -19.9% | -8.5% | -11.4% | -23.4% |
| 1Y | -11.5% | -2.1% | -9.3% | -17.6% |
| All | -11.5% | -3.3% | -8.2% | -17.6% |
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