-6.0%
MTZ vs RL
+22.3%
-28.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +7.1% |
| 7D | -2.4% | +0.2% | -2.7% | -2.6% |
| 30D | -11.1% | +7.3% | -18.4% | -13.1% |
| 3M | -30.6% | +1.0% | -31.7% | -31.1% |
| 6M | -54.4% | +11.8% | -66.1% | -56.2% |
| YTD | -13.0% | +13.6% | -26.6% | -18.9% |
| All | -6.0% | +22.3% | -28.2% | -14.5% |
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