-68.1%
RGTI vs MTZ
-14.7%
-53.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.4% | +16.5% | +9.7% |
| 7D | -9.6% | -7.4% | -2.2% | -7.7% |
| 30D | -26.0% | -23.6% | -2.4% | -14.5% |
| 3M | -35.8% | -38.3% | +2.6% | -15.2% |
| 6M | -36.7% | -60.6% | +23.9% | +15.1% |
| YTD | -49.4% | -22.9% | -26.5% | -56.1% |
| 1Y | -68.1% | -14.3% | -53.9% | -79.1% |
| All | -68.1% | -14.7% | -53.5% | -79.1% |
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 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