-32.7%
MTZ vs RRC
+25.7%
-58.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.5% | +9.7% |
| 7D | -6.4% | -10.8% | +4.4% | -5.6% |
| 30D | -22.1% | +22.3% | -44.4% | -17.4% |
| 3M | -32.7% | +26.6% | -59.3% | -27.1% |
| All | -32.7% | +25.7% | -58.4% | -27.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling