+2,274.1%
MTZ vs RRC
+1,414.2%
+859.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.5% | +9.9% |
| 7D | -6.4% | -10.8% | +4.4% | -4.9% |
| 30D | -22.1% | +22.3% | -44.4% | -24.4% |
| 3M | -32.7% | +26.6% | -59.3% | -35.1% |
| 6M | -59.8% | +18.9% | -78.8% | -61.1% |
| YTD | -19.9% | +39.2% | -59.1% | -24.3% |
| 1Y | -11.5% | +34.0% | -45.4% | -16.0% |
| 3Y | +258.1% | +42.0% | +216.1% | +236.3% |
| 5Y | +85.5% | +111.9% | -26.3% | +60.9% |
| 10Y | +492.2% | +62.8% | +429.4% | +371.5% |
| All | +2,274.1% | +1,414.2% | +859.9% | +1,803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling