-14.3%
MTZ vs ROL
-34.1%
+19.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.8% | -18.1% | -15.0% |
| 7D | -7.4% | +14.6% | -22.0% | -5.8% |
| 30D | -23.6% | +29.3% | -52.9% | -21.7% |
| 3M | -38.3% | +2.0% | -40.3% | -37.4% |
| 6M | -60.6% | -28.5% | -32.1% | -59.5% |
| YTD | -22.9% | -35.3% | +12.4% | -19.7% |
| 1Y | -14.3% | -34.7% | +20.4% | -11.7% |
| All | -14.3% | -34.1% | +19.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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