+3,134.4%
MTZ vs RRX
+3,904.5%
-770.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | -1.6% | +3.4% | -5.0% | -3.3% |
| 30D | -11.1% | -11.1% | 0.0% | -5.6% |
| 3M | -36.7% | -23.7% | -13.0% | -28.3% |
| 6M | -21.9% | -22.0% | 0.0% | -13.5% |
| YTD | +9.1% | +16.5% | -7.4% | -2.3% |
| 1Y | +30.0% | +11.5% | +18.5% | +18.6% |
| 3Y | +138.5% | +1.5% | +136.9% | +118.0% |
| 5Y | +158.3% | +18.3% | +140.1% | +113.1% |
| 10Y | +700.8% | +209.8% | +491.0% | +326.0% |
| All | +3,134.4% | +3,904.5% | -770.1% | +1,136.9% |
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