-28.9%
RIG vs MTZ
+151.6%
-180.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.0% |
| 7D | -4.2% | 0.0% | -4.1% | -4.2% |
| 30D | -0.7% | -14.8% | +14.1% | +3.4% |
| 3M | -4.0% | -30.8% | +26.8% | +3.4% |
| 6M | -6.3% | -22.6% | +16.3% | -5.2% |
| YTD | +39.7% | +6.8% | +32.9% | +25.1% |
| 1Y | +78.1% | +22.1% | +56.0% | +51.2% |
| All | -28.9% | +151.6% | -180.5% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling