+37.5%
MTZ vs RNG
+116.0%
-78.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.3% |
| 7D | +2.3% | -4.1% | +6.3% | +1.9% |
| 30D | -10.3% | +8.6% | -18.9% | -9.6% |
| 3M | -31.8% | +78.0% | -109.8% | -28.9% |
| 6M | -19.2% | +67.0% | -86.2% | -15.5% |
| YTD | +10.7% | +142.4% | -131.7% | +13.7% |
| 1Y | +37.5% | +120.4% | -82.9% | +40.0% |
| All | +37.5% | +116.0% | -78.5% | +40.0% |
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