+267.1%
MTZ vs ROL
+5.4%
+261.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -8.7% | +3.4% | -12.1% | -8.9% |
| 30D | -15.0% | +20.8% | -35.7% | -16.3% |
| 3M | -32.6% | +3.7% | -36.3% | -32.4% |
| 6M | -56.3% | -27.7% | -28.7% | -54.0% |
| YTD | -16.8% | -34.9% | +18.1% | -10.8% |
| 1Y | -10.0% | -33.3% | +23.3% | -4.1% |
| 3Y | +267.1% | +4.3% | +262.8% | +196.0% |
| All | +267.1% | +5.4% | +261.7% | +196.0% |
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