+226.9%
MTZ vs RBA
+44.2%
+182.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.8% | -5.1% |
| 7D | -10.6% | +7.3% | -18.0% | -12.1% |
| 30D | -30.4% | +16.9% | -47.3% | -33.1% |
| 3M | -40.4% | -0.5% | -39.9% | -40.3% |
| 6M | -63.7% | -10.4% | -53.3% | -62.9% |
| YTD | -26.9% | -7.2% | -19.7% | -27.3% |
| 1Y | -20.2% | -2.2% | -17.9% | -22.2% |
| All | +226.9% | +44.2% | +182.7% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling