+285.3%
MTZ vs RVTY
+90.0%
+195.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +12.9% | -0.7% | +13.6% | +13.2% |
| 30D | -8.5% | +1.7% | -10.3% | -9.0% |
| 3M | -30.6% | +36.8% | -67.4% | -37.3% |
| 6M | -55.1% | +60.1% | -115.2% | -61.8% |
| YTD | -13.0% | +64.0% | -76.9% | -27.7% |
| 1Y | -4.3% | +68.2% | -72.5% | -21.3% |
| All | +285.3% | +90.0% | +195.3% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling