-7.2%
MTZ vs RL
+17.3%
-24.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | +16.5% | +2.4% | +14.1% | +15.7% |
| 30D | -10.2% | +4.6% | -14.8% | -11.6% |
| 3M | -34.2% | -1.1% | -33.0% | -34.2% |
| 6M | -56.0% | +16.5% | -72.5% | -58.5% |
| YTD | -14.8% | +11.4% | -26.3% | -20.2% |
| 1Y | -7.2% | +16.1% | -23.3% | -14.6% |
| All | -7.2% | +17.3% | -24.5% | -14.6% |
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