-21.9%
MTZ vs RRC
+3.3%
-25.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.7% |
| 7D | -1.6% | +1.3% | -2.9% | -0.9% |
| 30D | -11.1% | +10.1% | -21.2% | -6.7% |
| 3M | -36.7% | +4.0% | -40.7% | -33.5% |
| 6M | -21.9% | +1.6% | -23.5% | -18.7% |
| All | -21.9% | +3.3% | -25.2% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling