-27.1%
RKT vs MTZ
+441.2%
-468.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.9% |
| 7D | -6.3% | +1.4% | -7.6% | -6.6% |
| 30D | -6.2% | -14.5% | +8.3% | -2.8% |
| 3M | -1.9% | -32.9% | +31.1% | +6.0% |
| 6M | -13.0% | -20.8% | +7.8% | -10.1% |
| YTD | -31.9% | +10.6% | -42.5% | -35.3% |
| 1Y | -37.6% | +27.1% | -64.6% | -42.9% |
| 3Y | +36.8% | +166.1% | -129.3% | -3.8% |
| 5Y | -9.7% | +170.7% | -180.4% | -40.0% |
| All | -27.1% | +441.2% | -468.3% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling