-14.3%
MTZ vs RVMD
+244.4%
-258.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.8% | -18.2% | -15.7% |
| 7D | -7.4% | +5.8% | -13.2% | -8.0% |
| 30D | -23.6% | -3.8% | -19.8% | -23.4% |
| 3M | -38.3% | +3.2% | -41.5% | -38.6% |
| 6M | -60.6% | +35.0% | -95.6% | -61.4% |
| YTD | -22.9% | +150.7% | -173.6% | -26.9% |
| 1Y | -14.3% | +241.0% | -255.2% | -30.6% |
| All | -14.3% | +244.4% | -258.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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