-4.3%
MTZ vs ROIV
+96.8%
-101.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | +12.9% | +9.5% | +3.4% | +10.3% |
| 30D | -8.5% | +21.0% | -29.5% | -13.3% |
| 3M | -30.6% | +18.7% | -49.3% | -34.4% |
| 6M | -55.1% | +44.5% | -99.6% | -59.5% |
| YTD | -13.0% | +92.9% | -105.8% | -26.8% |
| 1Y | -4.3% | +100.2% | -104.5% | -20.2% |
| All | -4.3% | +96.8% | -101.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling