+485.1%
MTZ vs RL
+1,498.4%
-1,013.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.3% | +2.2% | -2.2% |
| 7D | -10.6% | -4.7% | -5.9% | -9.3% |
| 30D | -30.4% | +3.6% | -33.9% | -31.8% |
| 3M | -40.4% | +0.5% | -41.0% | -41.1% |
| 6M | -63.7% | +6.6% | -70.3% | -65.3% |
| YTD | -26.9% | +8.8% | -35.7% | -31.0% |
| 1Y | -20.2% | +21.8% | -41.9% | -28.1% |
| 3Y | +208.1% | +245.8% | -37.7% | +80.6% |
| 5Y | +69.4% | +230.0% | -160.6% | -1.6% |
| 10Y | +440.6% | +369.4% | +71.2% | +158.1% |
| All | +485.1% | +1,498.4% | -1,013.3% | +57.5% |
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 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