+156.5%
MTZ vs RVMD
+530.7%
-374.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -11.1% | +6.4% | -17.5% | -11.9% |
| 3M | -36.7% | +34.9% | -71.6% | -39.1% |
| 6M | -21.9% | +107.6% | -129.5% | -29.6% |
| YTD | +9.1% | +163.7% | -154.6% | -6.4% |
| 1Y | +30.0% | +439.2% | -409.2% | -1.7% |
| All | +156.5% | +530.7% | -374.2% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling