+3,134.4%
MTZ vs ROL
+9,030.3%
-5,895.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | -11.1% | -4.1% | -7.0% | -9.6% |
| 3M | -36.7% | -22.5% | -14.2% | -30.2% |
| 6M | -21.9% | -37.7% | +15.7% | -5.7% |
| YTD | +9.1% | -39.6% | +48.7% | +32.9% |
| 1Y | +30.0% | -36.0% | +66.0% | +53.2% |
| 3Y | +138.5% | -5.1% | +143.6% | +132.6% |
| 5Y | +158.3% | -3.4% | +161.7% | +143.4% |
| 10Y | +700.8% | +215.2% | +485.5% | +327.6% |
| All | +3,134.4% | +9,030.3% | -5,895.9% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling