+194.2%
MTZ vs ROIV
+287.3%
-93.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.0% | +8.0% |
| 7D | -2.4% | +13.3% | -15.8% | -3.9% |
| 30D | -11.1% | +14.8% | -25.9% | -12.7% |
| 3M | -30.6% | +11.9% | -42.5% | -31.8% |
| 6M | -54.4% | +42.4% | -96.8% | -56.3% |
| YTD | -13.0% | +87.4% | -100.4% | -19.3% |
| 1Y | -5.7% | +97.2% | -102.9% | -13.0% |
| 3Y | +297.2% | +375.7% | -78.5% | +238.2% |
| 5Y | +95.9% | +379.0% | -283.1% | +58.5% |
| All | +194.2% | +287.3% | -93.1% | +131.2% |
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