+3,134.4%
MTZ vs ROK
+15,847.2%
-12,712.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -11.1% | -3.3% | -7.8% | -9.5% |
| 3M | -36.7% | -5.9% | -30.8% | -34.9% |
| 6M | -21.9% | +13.9% | -35.8% | -27.3% |
| YTD | +9.1% | +12.6% | -3.5% | +1.8% |
| 1Y | +30.0% | +28.6% | +1.4% | +13.5% |
| 3Y | +138.5% | +45.1% | +93.3% | +90.9% |
| 5Y | +158.3% | +45.6% | +112.8% | +101.4% |
| 10Y | +700.8% | +345.0% | +355.7% | +263.2% |
| All | +3,134.4% | +15,847.2% | -12,712.8% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling