+2,424.1%
MTZ vs RRX
+4,349.0%
-1,924.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | +16.5% | +12.6% | +3.8% | +10.0% |
| 30D | -10.2% | +10.6% | -20.8% | -14.6% |
| 3M | -34.2% | +4.6% | -38.8% | -35.6% |
| 6M | -56.0% | -13.6% | -42.3% | -53.2% |
| YTD | -14.8% | +29.4% | -44.3% | -27.6% |
| 1Y | -7.2% | +31.9% | -39.2% | -22.2% |
| 3Y | +275.8% | +68.3% | +207.5% | +169.4% |
| 5Y | +93.5% | +13.2% | +80.3% | +63.9% |
| 10Y | +432.7% | +209.9% | +222.7% | +181.9% |
| All | +2,424.1% | +4,349.0% | -1,924.9% | +816.2% |
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