-21.9%
MTZ vs ROP
+14.8%
-36.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | -1.4% |
| 7D | -1.6% | -4.4% | +2.9% | -5.9% |
| 30D | -11.1% | +3.2% | -14.3% | -7.7% |
| 3M | -36.7% | +23.1% | -59.8% | -22.6% |
| 6M | -21.9% | +13.3% | -35.3% | -7.3% |
| All | -21.9% | +14.8% | -36.8% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling