+157.9%
MTZ vs ROIV
+250.7%
-92.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -11.1% | +1.0% | -12.0% | -11.2% |
| 3M | -36.7% | +18.3% | -55.0% | -37.8% |
| 6M | -21.9% | +18.3% | -40.3% | -23.5% |
| YTD | +9.1% | +61.0% | -51.8% | +3.3% |
| 1Y | +30.0% | +177.9% | -147.9% | +16.2% |
| 3Y | +138.5% | +199.1% | -60.6% | +109.8% |
| All | +157.9% | +250.7% | -92.8% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling