+11.1%
RDW vs MTZ
-14.7%
+25.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -15.4% | +10.5% | +4.4% |
| 7D | -14.3% | -7.4% | -6.9% | -11.7% |
| 30D | -26.0% | -23.6% | -2.4% | -13.3% |
| 3M | -27.4% | -38.3% | +10.9% | -2.5% |
| 6M | -10.6% | -60.6% | +50.0% | +66.1% |
| YTD | +1.6% | -22.9% | +24.5% | -11.4% |
| 1Y | +11.1% | -14.3% | +25.3% | -19.5% |
| All | +11.1% | -14.7% | +25.8% | -19.5% |
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