+95.0%
MTZ vs RRC
+134.0%
-39.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.0% | +6.4% | -1.4% | +3.4% |
| 30D | -6.0% | +23.9% | -29.9% | -11.1% |
| 3M | -36.1% | +30.2% | -66.3% | -40.5% |
| 6M | -56.9% | +26.3% | -83.1% | -59.8% |
| YTD | -15.9% | +48.1% | -64.0% | -25.7% |
| 1Y | -3.8% | +37.7% | -41.5% | -13.4% |
| 3Y | +272.3% | +60.3% | +212.0% | +219.9% |
| All | +95.0% | +134.0% | -39.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling