+238.8%
RCL vs MTZ
+165.9%
+72.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.7% |
| 7D | -0.5% | +3.6% | -4.0% | -1.8% |
| 30D | -17.3% | -9.6% | -7.7% | -14.4% |
| 3M | -2.8% | -31.9% | +29.2% | +9.4% |
| 6M | -4.4% | -13.8% | +9.4% | -3.7% |
| YTD | -4.2% | +13.3% | -17.4% | -15.1% |
| 1Y | -23.4% | +39.3% | -62.7% | -39.1% |
| 3Y | +179.4% | +168.3% | +11.0% | +59.0% |
| 5Y | +238.8% | +166.4% | +72.4% | +75.0% |
| All | +238.8% | +165.9% | +72.9% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling