+540.9%
MTZ vs RL
+1,476.5%
-935.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.9% | +10.1% |
| 7D | -6.4% | -4.2% | -2.3% | -5.2% |
| 30D | -22.1% | +4.3% | -26.3% | -23.9% |
| 3M | -32.7% | -4.6% | -28.1% | -32.0% |
| 6M | -59.8% | +1.7% | -61.5% | -60.8% |
| YTD | -19.9% | +7.3% | -27.3% | -24.0% |
| 1Y | -11.5% | +20.8% | -32.3% | -20.1% |
| 3Y | +258.1% | +247.0% | +11.1% | +109.4% |
| 5Y | +85.5% | +225.5% | -139.9% | +8.3% |
| 10Y | +492.2% | +363.0% | +129.1% | +184.2% |
| All | +540.9% | +1,476.5% | -935.7% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling