+30.0%
MTZ vs RBA
-26.5%
+56.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.5% |
| 30D | -11.1% | -12.3% | +1.2% | -10.1% |
| 3M | -36.7% | -20.5% | -16.2% | -36.2% |
| 6M | -21.9% | -18.5% | -3.4% | -21.6% |
| YTD | +9.1% | -18.2% | +27.3% | +7.7% |
| 1Y | +30.0% | -27.5% | +57.5% | +25.7% |
| All | +30.0% | -26.5% | +56.5% | +25.7% |
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