+158.5%
MTZ vs RNG
+130.7%
+27.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.5% |
| 7D | -1.6% | +5.8% | -7.4% | -2.2% |
| 30D | -11.1% | +19.6% | -30.7% | -12.9% |
| 3M | -36.7% | +67.0% | -103.7% | -41.1% |
| 6M | -21.9% | +88.4% | -110.3% | -30.1% |
| YTD | +9.1% | +155.5% | -146.4% | -10.7% |
| 1Y | +30.0% | +141.7% | -111.7% | +7.2% |
| All | +158.5% | +130.7% | +27.8% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling