+74.8%
MTZ vs RL
+226.8%
-152.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.9% | +10.2% |
| 7D | -6.4% | -4.2% | -2.3% | -5.1% |
| 30D | -22.1% | +4.3% | -26.3% | -24.3% |
| 3M | -32.7% | -4.6% | -28.1% | -31.9% |
| 6M | -59.8% | +1.7% | -61.5% | -61.1% |
| YTD | -19.9% | +7.3% | -27.3% | -25.2% |
| 1Y | -11.5% | +20.8% | -32.3% | -22.4% |
| 3Y | +258.1% | +247.0% | +11.1% | +85.0% |
| All | +74.8% | +226.8% | -152.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling