+0.8%
RDW vs MTZ
+186.0%
-185.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | +1.7% |
| 7D | -0.4% | -4.0% | +3.6% | +1.7% |
| 30D | -22.8% | -23.5% | +0.7% | -10.7% |
| 3M | -30.6% | -37.3% | +6.6% | -12.4% |
| 6M | +9.4% | -21.5% | +30.9% | +22.9% |
| YTD | +38.0% | +4.8% | +33.3% | +33.2% |
| 1Y | +20.7% | +20.0% | +0.7% | +9.1% |
| 3Y | +154.6% | +161.2% | -6.5% | +68.0% |
| 5Y | -1.7% | +152.9% | -154.5% | -37.6% |
| All | +0.8% | +186.0% | -185.2% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling