+521.1%
MTZ vs RNG
+338.4%
+182.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.3% |
| 7D | +12.9% | -3.5% | +16.4% | +13.4% |
| 30D | -8.5% | -3.8% | -4.8% | -8.2% |
| 3M | -30.6% | +18.6% | -49.2% | -32.8% |
| 6M | -55.1% | +69.2% | -124.3% | -59.7% |
| YTD | -13.0% | +161.9% | -174.8% | -29.3% |
| 1Y | -4.3% | +176.2% | -180.5% | -23.1% |
| 3Y | +284.0% | +174.5% | +109.5% | +200.5% |
| 5Y | +97.7% | -71.9% | +169.6% | +113.0% |
| 10Y | +444.4% | +235.4% | +209.0% | +188.4% |
| All | +521.1% | +338.4% | +182.6% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling