+297.2%
MTZ vs RBA
+48.1%
+249.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.0% |
| 7D | -2.4% | +2.5% | -4.9% | -3.1% |
| 30D | -11.1% | +11.6% | -22.7% | -13.5% |
| 3M | -30.6% | +1.5% | -32.1% | -30.8% |
| 6M | -54.4% | -6.6% | -47.7% | -54.1% |
| YTD | -13.0% | -6.3% | -6.8% | -13.7% |
| 1Y | -5.7% | -4.0% | -1.7% | -7.3% |
| 3Y | +297.2% | +47.3% | +249.9% | +240.6% |
| All | +297.2% | +48.1% | +249.1% | +240.6% |
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 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