+4,549.4%
RCL vs MTZ
+25,014.2%
-20,464.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | -19.0% | -11.1% | -7.9% | -17.0% |
| 3M | -9.6% | -36.7% | +27.1% | -1.4% |
| 6M | -6.7% | -21.9% | +15.2% | -3.2% |
| YTD | -3.9% | +9.1% | -13.0% | -7.9% |
| 1Y | -25.1% | +30.0% | -55.0% | -31.4% |
| 3Y | +179.1% | +138.5% | +40.7% | +118.7% |
| 5Y | +243.3% | +158.3% | +85.0% | +162.7% |
| 10Y | +325.8% | +700.8% | -375.0% | +165.0% |
| All | +4,549.4% | +25,014.2% | -20,464.9% | +2,021.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling