+93.5%
MTZ vs ROL
+13.5%
+80.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +16.5% | -1.7% | +18.1% | +16.8% |
| 30D | -10.2% | +18.5% | -28.7% | -13.8% |
| 3M | -34.2% | +4.3% | -38.5% | -34.9% |
| 6M | -56.0% | -27.7% | -28.2% | -52.2% |
| YTD | -14.8% | -35.8% | +20.9% | -4.6% |
| 1Y | -7.2% | -34.1% | +26.9% | +3.0% |
| 3Y | +275.8% | +2.9% | +272.8% | +242.6% |
| 5Y | +93.5% | +12.7% | +80.8% | +71.5% |
| All | +93.5% | +13.5% | +80.0% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling