+194.4%
MTZ vs ROIV
+298.6%
-104.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.4% |
| 7D | +12.9% | +9.5% | +3.4% | +11.7% |
| 30D | -8.5% | +21.0% | -29.5% | -10.7% |
| 3M | -30.6% | +18.7% | -49.3% | -32.3% |
| 6M | -55.1% | +44.5% | -99.6% | -57.1% |
| YTD | -13.0% | +92.9% | -105.8% | -19.5% |
| 1Y | -4.3% | +100.2% | -104.5% | -11.9% |
| 3Y | +284.0% | +375.0% | -91.0% | +226.4% |
| 5Y | +97.7% | +435.2% | -337.5% | +59.7% |
| All | +194.4% | +298.6% | -104.2% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling