-4.3%
MTZ vs RRC
+38.2%
-42.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.7% |
| 7D | +12.9% | -0.5% | +13.3% | +13.0% |
| 30D | -8.5% | +25.2% | -33.7% | -4.8% |
| 3M | -30.6% | +27.8% | -58.4% | -27.3% |
| 6M | -55.1% | +27.2% | -82.3% | -52.1% |
| YTD | -13.0% | +48.2% | -61.1% | -10.4% |
| 1Y | -4.3% | +34.7% | -39.0% | +2.1% |
| All | -4.3% | +38.2% | -42.4% | +2.1% |
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