+398.0%
MTZ vs ROL
+221.5%
+176.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -2.1% |
| 7D | +5.0% | +3.0% | +2.0% | +4.0% |
| 30D | -6.0% | +19.8% | -25.8% | -12.1% |
| 3M | -36.1% | +7.9% | -44.0% | -38.3% |
| 6M | -56.9% | -25.6% | -31.2% | -52.6% |
| YTD | -15.9% | -34.1% | +18.2% | -3.6% |
| 1Y | -3.8% | -31.4% | +27.6% | +8.3% |
| 3Y | +272.3% | +4.7% | +267.6% | +241.6% |
| 5Y | +91.1% | +15.6% | +75.5% | +63.9% |
| All | +398.0% | +221.5% | +176.5% | +101.8% |
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