-6.0%
MTZ vs ROIV
+101.7%
-107.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.0% | +7.4% |
| 7D | -2.4% | +13.3% | -15.8% | -5.6% |
| 30D | -11.1% | +14.8% | -25.9% | -14.5% |
| 3M | -30.6% | +11.9% | -42.5% | -33.2% |
| 6M | -54.4% | +42.4% | -96.8% | -58.7% |
| YTD | -13.0% | +87.4% | -100.4% | -26.4% |
| All | -6.0% | +101.7% | -107.7% | -20.7% |
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