+53.1%
RGTI vs MTZ
+132.6%
-79.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -16.2% | -14.8% | -1.4% | -7.6% |
| 3M | -22.0% | -30.8% | +8.8% | -3.9% |
| 6M | -10.8% | -22.6% | +11.9% | +2.7% |
| YTD | -31.6% | +6.8% | -38.4% | -35.9% |
| 1Y | -6.4% | +22.1% | -28.5% | -18.5% |
| 3Y | +665.7% | +153.1% | +512.5% | +346.8% |
| 5Y | +55.6% | +161.4% | -105.8% | -10.7% |
| All | +53.1% | +132.6% | -79.5% | -12.3% |
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 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