+111.7%
RIOT vs MTZ
+160.5%
-48.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.1% | -0.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | +5.7% | -14.5% | +20.1% | +18.5% |
| 3M | -17.9% | -32.9% | +15.1% | +9.8% |
| 6M | +45.0% | -20.8% | +65.8% | +70.7% |
| YTD | +69.5% | +10.6% | +58.9% | +55.3% |
| 1Y | +37.2% | +27.1% | +10.1% | +14.6% |
| 3Y | +111.7% | +166.1% | -54.4% | +51.5% |
| All | +111.7% | +160.5% | -48.7% | +51.5% |
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