+95.0%
MTZ vs RVTY
-15.1%
+110.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.7% |
| 7D | +5.0% | -0.5% | +5.4% | +5.2% |
| 30D | -6.0% | +1.5% | -7.5% | -6.5% |
| 3M | -36.1% | +31.5% | -67.6% | -41.9% |
| 6M | -56.9% | +62.7% | -119.5% | -63.8% |
| YTD | -15.9% | +60.0% | -75.9% | -29.8% |
| 1Y | -3.8% | +65.7% | -69.5% | -20.8% |
| 3Y | +272.3% | +85.2% | +187.1% | +186.5% |
| All | +95.0% | -15.1% | +110.1% | +74.9% |
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