+277.0%
MTZ vs RRC
+58.8%
+218.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +16.5% | +2.5% | +13.9% | +15.5% |
| 30D | -10.2% | +21.1% | -31.3% | -15.3% |
| 3M | -34.2% | +28.4% | -62.5% | -39.2% |
| 6M | -56.0% | +26.5% | -82.4% | -59.5% |
| YTD | -14.8% | +47.0% | -61.9% | -27.7% |
| 1Y | -7.2% | +35.2% | -42.4% | -18.3% |
| All | +277.0% | +58.8% | +218.2% | +209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling