+2,478.0%
MTZ vs RRC
+1,418.2%
+1,059.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.6% |
| 7D | -2.4% | -10.3% | +7.9% | -0.9% |
| 30D | -11.1% | +19.5% | -30.6% | -13.4% |
| 3M | -30.6% | +27.9% | -58.5% | -33.2% |
| 6M | -54.4% | +21.2% | -75.5% | -55.9% |
| YTD | -13.0% | +39.6% | -52.6% | -17.8% |
| 1Y | -5.7% | +31.3% | -37.0% | -10.2% |
| 3Y | +297.2% | +51.9% | +245.2% | +269.7% |
| 5Y | +95.9% | +110.2% | -14.3% | +70.0% |
| 10Y | +492.6% | +56.7% | +436.0% | +373.9% |
| All | +2,478.0% | +1,418.2% | +1,059.8% | +1,965.8% |
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