+739.9%
MTZ vs RVTY
+140.1%
+599.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.8% |
| 7D | +3.6% | +0.4% | +3.2% | +3.3% |
| 30D | -9.6% | +10.8% | -20.5% | -13.6% |
| 3M | -31.9% | +26.8% | -58.7% | -38.9% |
| 6M | -13.8% | +39.3% | -53.1% | -26.3% |
| YTD | +13.3% | +31.6% | -18.4% | -1.6% |
| 1Y | +39.3% | +47.7% | -8.4% | +14.6% |
| 3Y | +168.3% | +19.9% | +148.4% | +132.0% |
| 5Y | +166.4% | -32.3% | +198.7% | +189.8% |
| 10Y | +739.9% | +138.4% | +601.5% | +343.5% |
| All | +739.9% | +140.1% | +599.9% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling