+147.3%
MTZ vs ROIV
+248.8%
-101.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -4.7% |
| 7D | -10.6% | -2.4% | -8.2% | -10.5% |
| 30D | -30.4% | +3.1% | -33.4% | -30.8% |
| 3M | -40.4% | +5.8% | -46.3% | -41.1% |
| 6M | -63.7% | +29.3% | -93.0% | -64.9% |
| YTD | -26.9% | +68.8% | -95.6% | -31.4% |
| 1Y | -20.2% | +81.0% | -101.2% | -25.6% |
| 3Y | +208.1% | +294.6% | -86.5% | +166.6% |
| 5Y | +69.4% | +373.1% | -303.8% | +39.2% |
| All | +147.3% | +248.8% | -101.4% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling