-6.0%
MTZ vs RBA
-4.2%
-1.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.6% |
| 7D | -2.4% | +2.5% | -4.9% | -2.4% |
| 30D | -11.1% | +11.6% | -22.7% | -10.9% |
| 3M | -30.6% | +1.5% | -32.1% | -29.8% |
| 6M | -54.4% | -6.6% | -47.7% | -54.2% |
| YTD | -13.0% | -6.3% | -6.8% | -17.5% |
| All | -6.0% | -4.2% | -1.8% | -11.8% |
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