+95.0%
MTZ vs RMD
-7.7%
+102.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +5.0% | +2.1% | +2.9% | +4.5% |
| 30D | -6.0% | +2.1% | -8.1% | -7.1% |
| 3M | -36.1% | +6.2% | -42.4% | -37.8% |
| 6M | -56.9% | +19.4% | -76.3% | -60.0% |
| YTD | -15.9% | +0.5% | -16.4% | -17.7% |
| 1Y | -3.8% | -3.9% | +0.1% | -4.3% |
| 3Y | +272.3% | +72.5% | +199.7% | +174.8% |
| All | +95.0% | -7.7% | +102.6% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling