+739.9%
MTZ vs ROK
+342.8%
+397.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.5% |
| 7D | +3.6% | +2.8% | +0.8% | +1.7% |
| 30D | -9.6% | -2.4% | -7.2% | -8.2% |
| 3M | -31.9% | -4.7% | -27.2% | -30.2% |
| 6M | -13.8% | +16.8% | -30.6% | -22.6% |
| YTD | +13.3% | +11.4% | +1.9% | +4.1% |
| 1Y | +39.3% | +26.2% | +13.1% | +18.4% |
| 3Y | +168.3% | +51.9% | +116.5% | +94.3% |
| 5Y | +166.4% | +46.4% | +120.0% | +90.2% |
| 10Y | +739.9% | +343.5% | +396.4% | +198.2% |
| All | +739.9% | +342.8% | +397.2% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling