+157.9%
MTZ vs RVTY
-30.5%
+188.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -11.1% | +13.2% | -24.3% | -14.7% |
| 3M | -36.7% | +27.2% | -64.0% | -42.0% |
| 6M | -21.9% | +32.4% | -54.3% | -30.0% |
| YTD | +9.1% | +34.9% | -25.7% | -3.4% |
| 1Y | +30.0% | +52.4% | -22.4% | +9.8% |
| 3Y | +138.5% | +12.3% | +126.2% | +116.3% |
| All | +157.9% | -30.5% | +188.4% | +147.6% |
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