+737.1%
MTZ vs RRX
+216.7%
+520.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.3% |
| 7D | 0.0% | -3.7% | +3.7% | +2.4% |
| 30D | -14.8% | -9.3% | -5.5% | -9.4% |
| 3M | -30.8% | -21.8% | -9.0% | -20.6% |
| 6M | -22.6% | -22.0% | -0.6% | -12.6% |
| YTD | +6.8% | +11.9% | -5.1% | -6.5% |
| 1Y | +22.1% | +11.6% | +10.5% | +6.4% |
| 3Y | +153.1% | +2.2% | +150.9% | +116.4% |
| 5Y | +161.4% | +14.9% | +146.6% | +91.7% |
| All | +737.1% | +216.7% | +520.3% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling