+95.0%
MTZ vs RBA
+45.7%
+49.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +5.0% | +1.7% | +3.2% | +4.5% |
| 30D | -6.0% | +8.3% | -14.4% | -8.3% |
| 3M | -36.1% | +10.5% | -46.7% | -38.2% |
| 6M | -56.9% | -5.9% | -51.0% | -56.8% |
| YTD | -15.9% | -6.9% | -9.0% | -16.2% |
| 1Y | -3.8% | -4.9% | +1.0% | -4.9% |
| 3Y | +272.3% | +64.5% | +207.8% | +205.8% |
| All | +95.0% | +45.7% | +49.3% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling