+74.8%
MTZ vs ROL
+13.1%
+61.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +10.0% |
| 7D | -6.4% | +9.5% | -15.9% | -8.4% |
| 30D | -22.1% | +22.9% | -45.0% | -26.0% |
| 3M | -32.7% | +3.5% | -36.2% | -33.4% |
| 6M | -59.8% | -29.4% | -30.4% | -56.1% |
| YTD | -19.9% | -36.1% | +16.1% | -10.2% |
| 1Y | -11.5% | -34.4% | +22.9% | -1.7% |
| 3Y | +258.1% | +4.0% | +254.1% | +224.8% |
| All | +74.8% | +13.1% | +61.7% | +55.1% |
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