+6,681.5%
MTZ vs ROP
+29,825.4%
-23,143.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | -8.7% | +0.2% | -8.9% | -9.2% |
| 30D | -15.0% | +30.3% | -45.3% | -23.9% |
| 3M | -32.6% | +17.8% | -50.4% | -37.6% |
| 6M | -56.3% | +38.9% | -95.2% | -63.0% |
| YTD | -16.8% | +7.6% | -24.4% | -22.9% |
| 1Y | -10.0% | +6.5% | -16.5% | -16.3% |
| 3Y | +267.1% | -6.3% | +273.4% | +258.5% |
| 5Y | +89.9% | +0.9% | +88.9% | +79.7% |
| 10Y | +442.2% | +180.7% | +261.5% | +252.0% |
| All | +6,681.5% | +29,825.4% | -23,143.9% | +2,245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling