+520.7%
MTZ vs RNG
+324.9%
+195.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +8.4% |
| 7D | -2.4% | -6.2% | +3.8% | -1.5% |
| 30D | -11.1% | -8.0% | -3.1% | -10.2% |
| 3M | -30.6% | +15.7% | -46.3% | -32.5% |
| 6M | -54.4% | +60.3% | -114.7% | -58.7% |
| YTD | -13.0% | +153.8% | -166.8% | -29.0% |
| 1Y | -5.7% | +172.2% | -177.8% | -24.1% |
| 3Y | +297.2% | +174.8% | +122.3% | +210.5% |
| 5Y | +95.9% | -68.6% | +164.5% | +105.9% |
| 10Y | +492.6% | +248.2% | +244.4% | +210.5% |
| All | +520.7% | +324.9% | +195.8% | +192.5% |
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 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