+492.6%
MTZ vs ROK
+277.6%
+215.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +6.3% |
| 7D | -2.4% | -11.5% | +9.1% | +4.8% |
| 30D | -11.1% | -10.0% | -1.1% | -5.7% |
| 3M | -30.6% | -11.4% | -19.2% | -25.5% |
| 6M | -54.4% | -13.7% | -40.7% | -50.5% |
| YTD | -13.0% | +1.0% | -14.1% | -15.6% |
| 1Y | -5.7% | +5.6% | -11.3% | -10.9% |
| 3Y | +297.2% | +59.1% | +238.1% | +175.7% |
| 5Y | +95.9% | +26.1% | +69.8% | +53.8% |
| 10Y | +492.6% | +266.4% | +226.2% | +103.8% |
| All | +492.6% | +277.6% | +215.0% | +103.8% |
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