+714.5%
MTZ vs ROP
+140.4%
+574.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +4.0% |
| 7D | -1.6% | -4.4% | +2.9% | +0.7% |
| 30D | -11.1% | +3.2% | -14.3% | -12.9% |
| 3M | -36.7% | +23.1% | -59.8% | -45.5% |
| 6M | -21.9% | +13.3% | -35.3% | -30.2% |
| YTD | +9.1% | -7.9% | +17.0% | +10.4% |
| 1Y | +30.0% | -22.1% | +52.0% | +46.8% |
| 3Y | +138.5% | -16.8% | +155.3% | +155.2% |
| 5Y | +158.3% | -13.5% | +171.9% | +164.4% |
| All | +714.5% | +140.4% | +574.1% | +265.4% |
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