-11.5%
MTZ vs ROIV
+93.5%
-105.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.2% | +3.4% | +8.0% |
| 7D | -6.4% | +5.3% | -11.8% | -7.7% |
| 30D | -22.1% | +11.9% | -33.9% | -24.7% |
| 3M | -32.7% | +10.7% | -43.4% | -35.2% |
| 6M | -59.8% | +34.9% | -94.7% | -63.1% |
| YTD | -19.9% | +79.2% | -99.1% | -31.4% |
| 1Y | -11.5% | +89.0% | -100.5% | -25.6% |
| All | -11.5% | +93.5% | -105.0% | -25.6% |
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