+258.1%
MTZ vs ROP
-3.8%
+261.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.5% | +9.2% |
| 7D | -6.4% | +2.1% | -8.6% | -6.3% |
| 30D | -22.1% | +32.9% | -55.0% | -20.9% |
| 3M | -32.7% | +20.0% | -52.7% | -31.8% |
| 6M | -59.8% | +36.4% | -96.2% | -59.9% |
| YTD | -19.9% | +7.8% | -27.7% | -11.1% |
| 1Y | -11.5% | +8.0% | -19.5% | -1.9% |
| 3Y | +258.1% | -3.5% | +261.6% | +306.1% |
| All | +258.1% | -3.8% | +261.9% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling