+492.6%
MTZ vs RL
+397.7%
+95.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +5.8% |
| 7D | -2.4% | +0.2% | -2.7% | -3.0% |
| 30D | -11.1% | +7.3% | -18.4% | -14.7% |
| 3M | -30.6% | +1.0% | -31.7% | -31.7% |
| 6M | -54.4% | +11.8% | -66.1% | -57.8% |
| YTD | -13.0% | +13.6% | -26.6% | -20.7% |
| 1Y | -5.7% | +24.0% | -29.7% | -17.9% |
| 3Y | +297.2% | +256.6% | +40.6% | +103.0% |
| 5Y | +95.9% | +240.2% | -144.3% | -1.6% |
| 10Y | +492.6% | +373.0% | +119.7% | +155.2% |
| All | +492.6% | +397.7% | +95.0% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling