-23.5%
RCL vs MTZ
+36.0%
-59.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.5% |
| 30D | -15.7% | -10.3% | -5.4% | -14.4% |
| 3M | -8.0% | -31.8% | +23.9% | -3.2% |
| 6M | -10.1% | -19.2% | +9.0% | -9.1% |
| YTD | -5.9% | +10.7% | -16.6% | -8.5% |
| 1Y | -23.5% | +37.5% | -61.0% | -26.0% |
| All | -23.5% | +36.0% | -59.5% | -26.0% |
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