+492.6%
MTZ vs ROP
+189.6%
+303.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.1% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | -11.1% | +29.5% | -40.6% | -22.8% |
| 3M | -30.6% | +17.5% | -48.2% | -37.1% |
| 6M | -54.4% | +38.1% | -92.4% | -63.5% |
| YTD | -13.0% | +7.0% | -20.0% | -19.4% |
| 1Y | -5.7% | +6.5% | -12.2% | -12.5% |
| 3Y | +297.2% | -5.5% | +302.6% | +294.8% |
| 5Y | +95.9% | -0.4% | +96.3% | +84.9% |
| 10Y | +492.6% | +183.6% | +309.1% | +140.0% |
| All | +492.6% | +189.6% | +303.0% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling