+258.1%
MTZ vs ROL
+3.8%
+254.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +9.6% |
| 7D | -6.4% | +9.5% | -15.9% | -7.1% |
| 30D | -22.1% | +22.9% | -45.0% | -23.6% |
| 3M | -32.7% | +3.5% | -36.2% | -32.6% |
| 6M | -59.8% | -29.4% | -30.4% | -57.5% |
| YTD | -19.9% | -36.1% | +16.1% | -13.9% |
| 1Y | -11.5% | -34.4% | +22.9% | -5.4% |
| 3Y | +258.1% | +4.0% | +254.1% | +168.6% |
| All | +258.1% | +3.8% | +254.2% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling