-7.2%
MTZ vs ROK
+4.1%
-11.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +16.5% | +6.1% | +10.4% | +12.7% |
| 30D | -10.2% | -6.5% | -3.7% | -7.5% |
| 3M | -34.2% | -10.2% | -24.0% | -30.6% |
| 6M | -56.0% | -10.6% | -45.3% | -53.7% |
| YTD | -14.8% | +4.9% | -19.7% | -23.5% |
| 1Y | -7.2% | +3.8% | -11.1% | -14.8% |
| All | -7.2% | +4.1% | -11.3% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling