+37.5%
MTZ vs RRX
+12.4%
+25.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.0% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | -10.3% | -8.0% | -2.3% | -6.6% |
| 3M | -31.8% | -25.1% | -6.8% | -22.9% |
| 6M | -19.2% | -18.3% | -0.9% | -13.0% |
| YTD | +10.7% | +14.2% | -3.4% | 0.0% |
| 1Y | +37.5% | +13.0% | +24.5% | +27.5% |
| All | +37.5% | +12.4% | +25.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling