+773.1%
MTZ vs RL
+1,366.2%
-593.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -11.1% | -7.8% | -3.3% | -8.4% |
| 3M | -36.7% | -4.0% | -32.7% | -36.0% |
| 6M | -21.9% | -1.9% | -20.1% | -22.3% |
| YTD | +9.1% | -0.2% | +9.3% | +7.4% |
| 1Y | +30.0% | +10.7% | +19.3% | +22.6% |
| 3Y | +138.5% | +210.8% | -72.3% | +47.2% |
| 5Y | +158.3% | +238.2% | -79.9% | +49.3% |
| 10Y | +700.8% | +313.4% | +387.4% | +304.5% |
| All | +773.1% | +1,366.2% | -593.1% | +145.1% |
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