+398.0%
MTZ vs ROK
+264.0%
+134.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.0% |
| 7D | +5.0% | +7.1% | -2.1% | +0.7% |
| 30D | -6.0% | -5.0% | -1.1% | -3.7% |
| 3M | -36.1% | -9.4% | -26.7% | -32.4% |
| 6M | -56.9% | -11.0% | -45.9% | -54.1% |
| YTD | -15.9% | +4.4% | -20.4% | -20.1% |
| 1Y | -3.8% | +7.4% | -11.3% | -10.1% |
| 3Y | +272.3% | +61.0% | +211.3% | +156.9% |
| 5Y | +91.1% | +30.4% | +60.7% | +47.0% |
| All | +398.0% | +264.0% | +134.1% | +80.3% |
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