+166.4%
MTZ vs RVMD
+570.7%
-404.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | +3.6% | -1.2% | +4.8% | +3.7% |
| 30D | -9.6% | +1.1% | -10.7% | -9.8% |
| 3M | -31.9% | +39.6% | -71.6% | -34.8% |
| 6M | -13.8% | +110.7% | -124.5% | -22.7% |
| YTD | +13.3% | +160.3% | -147.0% | -2.6% |
| 1Y | +39.3% | +404.9% | -365.6% | +8.1% |
| 3Y | +168.3% | +545.5% | -377.1% | +97.6% |
| 5Y | +166.4% | +584.7% | -418.3% | +84.6% |
| All | +166.4% | +570.7% | -404.3% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling