-25.1%
RCL vs MTZ
+30.9%
-56.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -5.1% | -1.6% | -3.5% | -4.9% |
| 30D | -19.0% | -11.1% | -7.9% | -17.7% |
| 3M | -9.6% | -36.7% | +27.1% | -3.1% |
| 6M | -6.7% | -21.9% | +15.2% | -5.2% |
| YTD | -3.9% | +9.1% | -13.0% | -6.8% |
| 1Y | -25.1% | +30.0% | -55.0% | -28.5% |
| All | -25.1% | +30.9% | -56.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling