+333.1%
RCL vs MTZ
+773.6%
-440.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -1.3% |
| 7D | -1.9% | +1.4% | -3.3% | -2.7% |
| 30D | -15.5% | -14.5% | -1.1% | -9.2% |
| 3M | -9.7% | -32.9% | +23.3% | +5.3% |
| 6M | -8.7% | -20.8% | +12.1% | -3.6% |
| YTD | -5.8% | +10.6% | -16.3% | -17.8% |
| 1Y | -24.5% | +27.1% | -51.5% | -39.9% |
| 3Y | +173.9% | +166.1% | +7.8% | +32.5% |
| 5Y | +228.0% | +170.7% | +57.3% | +47.7% |
| All | +333.1% | +773.6% | -440.5% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling