+466.9%
MTZ vs RRC
+60.0%
+406.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.5% |
| 7D | -2.4% | -10.3% | +7.9% | -0.1% |
| 30D | -11.1% | +19.5% | -30.6% | -14.7% |
| 3M | -30.6% | +27.9% | -58.5% | -34.6% |
| 6M | -54.4% | +21.2% | -75.5% | -56.8% |
| YTD | -13.0% | +39.6% | -52.6% | -20.5% |
| 1Y | -5.7% | +31.3% | -37.0% | -12.8% |
| 3Y | +297.2% | +51.9% | +245.2% | +254.0% |
| 5Y | +95.9% | +110.2% | -14.3% | +56.4% |
| All | +466.9% | +60.0% | +406.9% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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