-20.3%
RIOT vs MTZ
-14.7%
-5.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -15.4% | +25.0% | +20.4% |
| 7D | +6.4% | -7.4% | +13.8% | +8.0% |
| 30D | -20.4% | -23.6% | +3.2% | -5.2% |
| 3M | -28.7% | -38.3% | +9.6% | -0.1% |
| 6M | -17.7% | -60.6% | +42.9% | +70.4% |
| YTD | +21.3% | -22.9% | +44.2% | +13.8% |
| 1Y | -20.3% | -14.3% | -6.0% | -40.3% |
| All | -20.3% | -14.7% | -5.6% | -40.3% |
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