+753.2%
MTZ vs RNG
+215.2%
+537.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | +2.3% | -4.1% | +6.3% | +2.7% |
| 30D | -10.3% | +8.6% | -18.9% | -11.5% |
| 3M | -31.8% | +78.0% | -109.8% | -38.2% |
| 6M | -19.2% | +67.0% | -86.2% | -26.9% |
| YTD | +10.7% | +142.4% | -131.7% | -7.2% |
| 1Y | +37.5% | +120.4% | -82.9% | +16.8% |
| 3Y | +162.4% | +122.1% | +40.2% | +116.7% |
| 5Y | +166.3% | -69.8% | +236.2% | +177.0% |
| 10Y | +753.2% | +223.4% | +529.8% | +319.1% |
| All | +753.2% | +215.2% | +537.9% | +319.1% |
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