+95.0%
MTZ vs ROP
+1.9%
+93.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | -6.0% | +28.8% | -34.8% | -11.3% |
| 3M | -36.1% | +21.1% | -57.2% | -39.0% |
| 6M | -56.9% | +52.5% | -109.4% | -63.1% |
| YTD | -15.9% | +8.9% | -24.8% | -14.8% |
| 1Y | -3.8% | +8.2% | -12.1% | -2.4% |
| 3Y | +272.3% | -5.2% | +277.4% | +306.5% |
| All | +95.0% | +1.9% | +93.1% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling