+678.7%
MTZ vs RNG
+327.7%
+351.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.7% |
| 7D | -1.6% | +5.8% | -7.4% | -2.5% |
| 30D | -11.1% | +19.6% | -30.7% | -13.6% |
| 3M | -36.7% | +67.0% | -103.7% | -42.5% |
| 6M | -21.9% | +88.4% | -110.3% | -31.5% |
| YTD | +9.1% | +155.5% | -146.4% | -10.7% |
| 1Y | +30.0% | +141.7% | -111.7% | +7.0% |
| 3Y | +138.5% | +131.1% | +7.4% | +92.6% |
| 5Y | +158.3% | -70.6% | +228.9% | +175.3% |
| 10Y | +700.8% | +228.2% | +472.6% | +326.7% |
| All | +678.7% | +327.7% | +351.0% | +268.2% |
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 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