+2.0%
RDW vs MTZ
+201.9%
-199.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -4.3% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -21.3% | -14.5% | -6.8% | -14.4% |
| 3M | -37.9% | -32.9% | -4.9% | -24.4% |
| 6M | +12.3% | -20.8% | +33.1% | +25.5% |
| YTD | +39.7% | +10.6% | +29.1% | +30.9% |
| 1Y | +25.7% | +27.1% | -1.4% | +10.2% |
| 3Y | +230.8% | +166.1% | +64.7% | +114.3% |
| 5Y | -8.8% | +170.7% | -179.4% | -43.8% |
| All | +2.0% | +201.9% | -199.9% | -37.2% |
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