+492.6%
MTZ vs ROL
+222.1%
+270.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.9% |
| 7D | -2.4% | +7.5% | -10.0% | -5.0% |
| 30D | -11.1% | +21.1% | -32.2% | -17.3% |
| 3M | -30.6% | +3.1% | -33.8% | -31.8% |
| 6M | -54.4% | -27.4% | -26.9% | -49.4% |
| YTD | -13.0% | -34.7% | +21.7% | 0.0% |
| 1Y | -5.7% | -32.9% | +27.3% | +7.1% |
| 3Y | +297.2% | +6.1% | +291.0% | +262.1% |
| 5Y | +95.9% | +16.3% | +79.5% | +67.5% |
| 10Y | +492.6% | +214.9% | +277.8% | +175.1% |
| All | +492.6% | +222.1% | +270.6% | +175.1% |
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