-6.0%
MTZ vs ROL
-32.4%
+26.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +8.9% |
| 7D | -2.4% | +7.5% | -10.0% | -1.5% |
| 30D | -11.1% | +21.1% | -32.2% | -9.0% |
| 3M | -30.6% | +3.1% | -33.8% | -29.4% |
| 6M | -54.4% | -27.4% | -26.9% | -53.2% |
| YTD | -13.0% | -34.7% | +21.7% | -9.4% |
| All | -6.0% | -32.4% | +26.4% | -2.8% |
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 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