+148.1%
MTZ vs RL
+212.5%
-64.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -11.1% | -7.8% | -3.3% | -7.7% |
| 3M | -36.7% | -4.0% | -32.7% | -36.0% |
| 6M | -21.9% | -1.9% | -20.1% | -22.8% |
| YTD | +9.1% | -0.2% | +9.3% | +6.1% |
| 1Y | +30.0% | +10.7% | +19.3% | +18.6% |
| All | +148.1% | +212.5% | -64.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling