+2,366.0%
MTZ vs RRX
+4,334.9%
-1,968.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.1% |
| 7D | -8.7% | 0.0% | -8.7% | -8.3% |
| 30D | -15.0% | +9.0% | -24.0% | -18.6% |
| 3M | -32.6% | +4.0% | -36.6% | -33.9% |
| 6M | -56.3% | -15.7% | -40.6% | -53.0% |
| YTD | -16.8% | +29.0% | -45.8% | -29.2% |
| 1Y | -10.0% | +35.2% | -45.3% | -25.5% |
| 3Y | +267.1% | +67.7% | +199.4% | +163.5% |
| 5Y | +89.9% | +14.9% | +75.0% | +59.6% |
| 10Y | +442.2% | +216.8% | +225.4% | +184.3% |
| All | +2,366.0% | +4,334.9% | -1,968.9% | +796.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling