-14.3%
MTZ vs RNG
+179.4%
-193.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.2% | -15.2% | -15.4% |
| 7D | -7.4% | -9.6% | +2.2% | -8.4% |
| 30D | -23.6% | -1.4% | -22.2% | -23.6% |
| 3M | -38.3% | +28.8% | -67.1% | -36.3% |
| 6M | -60.6% | +65.6% | -126.2% | -57.6% |
| YTD | -22.9% | +171.4% | -194.3% | -17.3% |
| 1Y | -14.3% | +185.3% | -199.6% | -9.1% |
| All | -14.3% | +179.4% | -193.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling