+444.4%
MTZ vs ROL
+214.5%
+229.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | +0.8% | +12.1% | +12.5% |
| 30D | -8.5% | +20.6% | -29.1% | -14.8% |
| 3M | -30.6% | +4.5% | -35.1% | -32.2% |
| 6M | -55.1% | -26.5% | -28.6% | -50.4% |
| YTD | -13.0% | -34.8% | +21.9% | +0.1% |
| 1Y | -4.3% | -33.2% | +28.9% | +8.9% |
| 3Y | +284.0% | +4.5% | +279.6% | +252.4% |
| 5Y | +97.7% | +15.5% | +82.1% | +69.4% |
| 10Y | +444.4% | +217.2% | +227.2% | +127.4% |
| All | +444.4% | +214.5% | +229.9% | +127.4% |
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