+501.4%
MTZ vs ROL
+216.1%
+285.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +10.2% |
| 7D | -6.4% | +9.5% | -15.9% | -9.5% |
| 30D | -22.1% | +22.9% | -45.0% | -28.0% |
| 3M | -32.7% | +3.5% | -36.2% | -34.0% |
| 6M | -59.8% | -29.4% | -30.4% | -55.0% |
| YTD | -19.9% | -36.1% | +16.1% | -7.3% |
| 1Y | -11.5% | -34.4% | +22.9% | +1.3% |
| 3Y | +258.1% | +4.0% | +254.1% | +228.4% |
| 5Y | +85.5% | +13.2% | +72.3% | +60.0% |
| All | +501.4% | +216.1% | +285.3% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling