+30.0%
MTZ vs ROP
-21.5%
+51.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +0.1% |
| 7D | -1.6% | -4.4% | +2.9% | -4.0% |
| 30D | -11.1% | +3.2% | -14.3% | -9.2% |
| 3M | -36.7% | +23.1% | -59.8% | -29.9% |
| 6M | -21.9% | +13.3% | -35.3% | -13.8% |
| YTD | +9.1% | -7.9% | +17.0% | +18.8% |
| 1Y | +30.0% | -22.1% | +52.0% | +45.0% |
| All | +30.0% | -21.5% | +51.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling