+442.2%
MTZ vs ROP
+185.1%
+257.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | -8.7% | +0.2% | -8.9% | -9.4% |
| 30D | -15.0% | +30.3% | -45.3% | -26.4% |
| 3M | -32.6% | +17.8% | -50.4% | -39.0% |
| 6M | -56.3% | +38.9% | -95.2% | -65.2% |
| YTD | -16.8% | +7.6% | -24.4% | -23.1% |
| 1Y | -10.0% | +6.5% | -16.5% | -16.4% |
| 3Y | +267.1% | -6.3% | +273.4% | +267.6% |
| 5Y | +89.9% | +0.9% | +88.9% | +77.8% |
| 10Y | +442.2% | +180.7% | +261.5% | +134.0% |
| All | +442.2% | +185.1% | +257.2% | +134.0% |
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