+93.5%
MTZ vs RVTY
-11.6%
+105.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +16.5% | +4.1% | +12.4% | +15.2% |
| 30D | -10.2% | +1.3% | -11.5% | -10.6% |
| 3M | -34.2% | +33.3% | -67.4% | -40.3% |
| 6M | -56.0% | +58.3% | -114.3% | -62.6% |
| YTD | -14.8% | +62.7% | -77.5% | -29.3% |
| 1Y | -7.2% | +67.2% | -74.5% | -23.8% |
| 3Y | +275.8% | +87.3% | +188.5% | +188.2% |
| 5Y | +93.5% | -13.4% | +106.9% | +72.6% |
| All | +93.5% | -11.6% | +105.1% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling