-21.9%
MTZ vs ROL
-39.6%
+17.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.9% |
| 30D | -11.1% | -4.1% | -7.0% | -11.7% |
| 3M | -36.7% | -22.5% | -14.2% | -39.0% |
| 6M | -21.9% | -37.7% | +15.7% | -20.5% |
| All | -21.9% | -39.6% | +17.7% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling