-8.5%
RGTI vs MTZ
+26.3%
-34.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -1.8% |
| 7D | +0.5% | +1.4% | -0.9% | -0.6% |
| 30D | -17.1% | -14.5% | -2.6% | -7.5% |
| 3M | -26.0% | -32.9% | +7.0% | -3.9% |
| 6M | -9.9% | -20.8% | +11.0% | +0.5% |
| YTD | -31.1% | +10.6% | -41.7% | -46.8% |
| 1Y | -8.5% | +27.1% | -35.6% | -29.3% |
| All | -8.5% | +26.3% | -34.8% | -29.3% |
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