+211.4%
MTZ vs RVMD
+540.6%
-329.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.4% | +11.0% | +5.8% |
| 7D | +12.9% | -9.5% | +22.4% | +14.9% |
| 30D | -8.5% | -6.8% | -1.7% | -7.6% |
| 3M | -30.6% | -12.1% | -18.5% | -29.3% |
| 6M | -55.1% | +25.4% | -80.5% | -56.9% |
| YTD | -13.0% | +126.9% | -139.8% | -27.1% |
| 1Y | -4.3% | +182.0% | -186.3% | -23.1% |
| 3Y | +284.0% | +816.8% | -532.7% | +144.2% |
| 5Y | +97.7% | +464.0% | -366.3% | +24.8% |
| All | +211.4% | +540.6% | -329.1% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling