+166.4%
MTZ vs RNG
-70.8%
+237.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.4% | +8.2% | +4.3% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | -9.6% | +11.4% | -21.0% | -11.1% |
| 3M | -31.9% | +72.1% | -104.0% | -37.7% |
| 6M | -13.8% | +67.9% | -81.7% | -21.7% |
| YTD | +13.3% | +144.3% | -131.1% | -5.2% |
| 1Y | +39.3% | +117.5% | -78.2% | +18.7% |
| 3Y | +168.3% | +123.9% | +44.5% | +120.4% |
| 5Y | +166.4% | -70.1% | +236.5% | +171.2% |
| All | +166.4% | -70.8% | +237.2% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling