+226.9%
MTZ vs ROIV
+290.8%
-63.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -3.8% |
| 7D | -10.6% | -2.4% | -8.2% | -10.3% |
| 30D | -30.4% | +3.1% | -33.4% | -31.6% |
| 3M | -40.4% | +5.8% | -46.3% | -42.6% |
| 6M | -63.7% | +29.3% | -93.0% | -67.4% |
| YTD | -26.9% | +68.8% | -95.6% | -41.1% |
| 1Y | -20.2% | +81.0% | -101.2% | -37.7% |
| All | +226.9% | +290.8% | -63.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling