-42.0%
RIG vs MTZ
+25,383.8%
-25,425.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.4% |
| 7D | -8.2% | +2.3% | -10.5% | -8.7% |
| 30D | -0.2% | -10.3% | +10.1% | +1.9% |
| 3M | -2.7% | -31.8% | +29.1% | +3.5% |
| 6M | -7.5% | -19.2% | +11.7% | -5.7% |
| YTD | +38.3% | +10.7% | +27.5% | +31.6% |
| 1Y | +81.8% | +37.5% | +44.3% | +65.2% |
| 3Y | -30.2% | +162.4% | -192.5% | -45.7% |
| 5Y | +59.9% | +166.3% | -106.4% | +23.4% |
| 10Y | -41.9% | +753.2% | -795.1% | -62.1% |
| All | -42.0% | +25,383.8% | -25,425.7% | -68.7% |
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 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