+74.8%
MTZ vs ROIV
+378.2%
-303.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.2% | +3.4% | +8.7% |
| 7D | -6.4% | +5.3% | -11.8% | -7.1% |
| 30D | -22.1% | +11.9% | -33.9% | -23.4% |
| 3M | -32.7% | +10.7% | -43.4% | -33.9% |
| 6M | -59.8% | +34.9% | -94.7% | -61.5% |
| YTD | -19.9% | +79.2% | -99.1% | -25.8% |
| 1Y | -11.5% | +89.0% | -100.5% | -18.6% |
| 3Y | +258.1% | +337.3% | -79.3% | +201.8% |
| All | +74.8% | +378.2% | -303.4% | +37.9% |
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