+168.3%
MTZ vs RSG
+55.3%
+113.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.5% |
| 30D | -9.6% | +3.3% | -12.9% | -9.4% |
| 3M | -31.9% | +8.5% | -40.4% | -32.1% |
| 6M | -13.8% | -3.5% | -10.3% | -12.4% |
| YTD | +13.3% | +5.5% | +7.8% | +13.0% |
| 1Y | +39.3% | -1.7% | +41.0% | +41.5% |
| 3Y | +168.3% | +56.9% | +111.4% | +167.0% |
| All | +168.3% | +55.3% | +113.1% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling