+148.1%
MTZ vs RMD
+51.0%
+97.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | -5.0% | +3.4% | -0.8% |
| 30D | -11.1% | +2.2% | -13.3% | -11.5% |
| 3M | -36.7% | +17.8% | -54.6% | -39.3% |
| 6M | -21.9% | -11.3% | -10.6% | -19.5% |
| YTD | +9.1% | -4.4% | +13.5% | +9.9% |
| 1Y | +30.0% | -15.7% | +45.7% | +35.3% |
| All | +148.1% | +51.0% | +97.1% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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