+1,306.7%
MTZ vs RBA
+3,492.7%
-2,186.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +4.5% |
| 7D | +3.6% | -1.1% | +4.6% | +3.9% |
| 30D | -9.6% | -13.2% | +3.6% | -5.1% |
| 3M | -31.9% | -21.4% | -10.6% | -26.6% |
| 6M | -13.8% | -20.9% | +7.1% | -7.4% |
| YTD | +13.3% | -19.9% | +33.1% | +20.1% |
| 1Y | +39.3% | -28.7% | +68.0% | +54.2% |
| 3Y | +168.3% | +27.4% | +140.9% | +134.1% |
| 5Y | +166.4% | +41.7% | +124.7% | +115.6% |
| 10Y | +739.9% | +189.6% | +550.3% | +400.0% |
| All | +1,306.7% | +3,492.7% | -2,186.0% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling