-10.0%
MTZ vs RNG
+171.5%
-181.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.1% | -4.3% |
| 7D | -8.7% | -6.0% | -2.7% | -9.3% |
| 30D | -15.0% | -7.4% | -7.6% | -15.6% |
| 3M | -32.6% | +14.6% | -47.2% | -31.2% |
| 6M | -56.3% | +61.5% | -117.9% | -53.3% |
| YTD | -16.8% | +155.7% | -172.5% | -11.4% |
| 1Y | -10.0% | +172.5% | -182.5% | -5.2% |
| All | -10.0% | +171.5% | -181.5% | -5.2% |
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