+157.9%
MTZ vs ROL
-3.8%
+161.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -11.1% | -4.1% | -7.0% | -10.2% |
| 3M | -36.7% | -22.5% | -14.2% | -33.0% |
| 6M | -21.9% | -37.7% | +15.7% | -12.3% |
| YTD | +9.1% | -39.6% | +48.7% | +23.2% |
| 1Y | +30.0% | -36.0% | +66.0% | +43.6% |
| 3Y | +138.5% | -5.1% | +143.6% | +125.1% |
| All | +157.9% | -3.8% | +161.7% | +128.2% |
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