+39.3%
MTZ vs RRC
+20.2%
+19.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +3.6% | -1.2% | +4.8% | +3.4% |
| 30D | -9.6% | +9.4% | -19.1% | -9.0% |
| 3M | -31.9% | +7.4% | -39.3% | -31.3% |
| 6M | -13.8% | +1.5% | -15.3% | -12.6% |
| YTD | +13.3% | +19.4% | -6.1% | +11.0% |
| 1Y | +39.3% | +24.2% | +15.1% | +41.8% |
| All | +39.3% | +20.2% | +19.0% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling