+93.5%
MTZ vs ROIV
+413.4%
-319.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.6% |
| 7D | +16.5% | +9.2% | +7.3% | +15.2% |
| 30D | -10.2% | +19.9% | -30.1% | -12.5% |
| 3M | -34.2% | +10.6% | -44.7% | -35.3% |
| 6M | -56.0% | +36.1% | -92.0% | -57.9% |
| YTD | -14.8% | +84.3% | -99.1% | -21.6% |
| 1Y | -7.2% | +87.6% | -94.8% | -14.9% |
| 3Y | +275.8% | +353.9% | -78.2% | +213.5% |
| 5Y | +93.5% | +376.1% | -282.6% | +49.8% |
| All | +93.5% | +413.4% | -319.9% | +49.8% |
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