+442.2%
MTZ vs RNG
+247.5%
+194.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.1% | -4.4% |
| 7D | -8.7% | -6.0% | -2.7% | -8.0% |
| 30D | -15.0% | -7.4% | -7.6% | -14.3% |
| 3M | -32.6% | +14.6% | -47.2% | -34.2% |
| 6M | -56.3% | +61.5% | -117.9% | -60.1% |
| YTD | -16.8% | +155.7% | -172.5% | -30.9% |
| 1Y | -10.0% | +172.5% | -182.5% | -26.1% |
| 3Y | +267.1% | +168.0% | +99.1% | +194.8% |
| 5Y | +89.9% | -73.8% | +163.6% | +101.4% |
| 10Y | +442.2% | +240.3% | +202.0% | +177.1% |
| All | +442.2% | +247.5% | +194.8% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling