+28.3%
RDW vs MTZ
+30.9%
-2.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.0% |
| 30D | -1.8% | -11.1% | +9.3% | +6.2% |
| 3M | -50.9% | -36.7% | -14.2% | -33.8% |
| 6M | +13.5% | -21.9% | +35.4% | +26.6% |
| YTD | +38.6% | +9.1% | +29.4% | +16.2% |
| 1Y | +28.3% | +30.0% | -1.7% | +4.8% |
| All | +28.3% | +30.9% | -2.6% | +4.8% |
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