-42.2%
RIG vs MTZ
+773.6%
-815.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -3.6% |
| 7D | -3.1% | +1.4% | -4.4% | -4.0% |
| 30D | -0.5% | -14.5% | +14.0% | +7.1% |
| 3M | -6.0% | -32.9% | +27.0% | +10.0% |
| 6M | -10.1% | -20.8% | +10.7% | -7.1% |
| YTD | +37.3% | +10.6% | +26.7% | +16.1% |
| 1Y | +73.9% | +27.1% | +46.8% | +34.8% |
| 3Y | -30.2% | +166.1% | -196.3% | -68.5% |
| 5Y | +62.5% | +170.7% | -108.2% | -32.3% |
| All | -42.2% | +773.6% | -815.8% | -87.3% |
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 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