+2,274.1%
MTZ vs RVTY
+2,899.1%
-625.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.7% | +8.5% |
| 7D | -6.4% | -1.2% | -5.2% | -5.9% |
| 30D | -22.1% | +1.0% | -23.1% | -22.4% |
| 3M | -32.7% | +35.8% | -68.5% | -40.4% |
| 6M | -59.8% | +56.7% | -116.5% | -66.5% |
| YTD | -19.9% | +60.7% | -80.6% | -34.6% |
| 1Y | -11.5% | +73.7% | -85.2% | -29.9% |
| 3Y | +258.1% | +82.8% | +175.3% | +171.7% |
| 5Y | +85.5% | -7.0% | +92.6% | +74.8% |
| 10Y | +492.2% | +212.3% | +279.9% | +250.2% |
| All | +2,274.1% | +2,899.1% | -625.0% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling