+184.4%
MTZ vs ROIV
+276.5%
-92.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +5.0% | +1.7% | +3.3% | +4.8% |
| 30D | -6.0% | +17.6% | -23.6% | -7.9% |
| 3M | -36.1% | +9.0% | -45.1% | -37.0% |
| 6M | -56.9% | +35.3% | -92.2% | -58.5% |
| YTD | -15.9% | +82.2% | -98.1% | -21.7% |
| 1Y | -3.8% | +92.3% | -96.1% | -11.0% |
| 3Y | +272.3% | +336.8% | -64.5% | +219.0% |
| 5Y | +91.1% | +370.6% | -279.5% | +55.2% |
| All | +184.4% | +276.5% | -92.0% | +124.2% |
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