+290.4%
MTZ vs RVMD
+644.5%
-354.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -11.1% | +6.4% | -17.5% | -12.1% |
| 3M | -36.7% | +34.9% | -71.6% | -39.8% |
| 6M | -21.9% | +107.6% | -129.5% | -32.2% |
| YTD | +9.1% | +163.7% | -154.6% | -10.7% |
| 1Y | +30.0% | +439.2% | -409.2% | -7.6% |
| 3Y | +138.5% | +499.2% | -360.7% | +59.9% |
| 5Y | +158.3% | +621.7% | -463.4% | +54.7% |
| All | +290.4% | +644.5% | -354.1% | +90.4% |
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