+770.1%
RIOT vs MTZ
+1,048.4%
-278.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.6% | -3.0% |
| 7D | -0.9% | 0.0% | -0.9% | -0.8% |
| 30D | +3.5% | -14.8% | +18.3% | +13.4% |
| 3M | -13.0% | -30.8% | +17.8% | +7.7% |
| 6M | +43.1% | -22.6% | +65.7% | +66.6% |
| YTD | +65.4% | +6.8% | +58.5% | +60.7% |
| 1Y | +27.7% | +22.1% | +5.6% | +16.2% |
| 3Y | +91.3% | +153.1% | -61.8% | +18.7% |
| 5Y | -29.3% | +161.4% | -190.7% | -56.8% |
| 10Y | +496.3% | +723.1% | -226.9% | +129.8% |
| All | +770.1% | +1,048.4% | -278.3% | +222.7% |
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