-14.3%
MTZ vs RL
+34.3%
-48.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.5% | -19.9% | -16.3% |
| 7D | -7.4% | +5.8% | -13.2% | -8.8% |
| 30D | -23.6% | +12.7% | -36.3% | -26.2% |
| 3M | -38.3% | +9.3% | -47.7% | -40.1% |
| 6M | -60.6% | +16.9% | -77.5% | -62.6% |
| YTD | -22.9% | +17.5% | -40.4% | -28.6% |
| 1Y | -14.3% | +34.6% | -48.9% | -26.4% |
| All | -14.3% | +34.3% | -48.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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