+272.3%
MTZ vs RMD
+69.3%
+202.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +5.0% | +2.1% | +2.9% | +4.9% |
| 30D | -6.0% | +2.1% | -8.1% | -6.4% |
| 3M | -36.1% | +6.2% | -42.4% | -36.8% |
| 6M | -56.9% | +19.4% | -76.3% | -58.6% |
| YTD | -15.9% | +0.5% | -16.4% | -15.9% |
| 1Y | -3.8% | -3.9% | +0.1% | -2.7% |
| 3Y | +272.3% | +72.5% | +199.7% | +178.1% |
| All | +272.3% | +69.3% | +202.9% | +178.1% |
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