-37.6%
RKT vs MTZ
+26.3%
-63.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.8% |
| 7D | -6.3% | +1.4% | -7.6% | -6.5% |
| 30D | -6.2% | -14.5% | +8.3% | -3.2% |
| 3M | -1.9% | -32.9% | +31.1% | +4.8% |
| 6M | -13.0% | -20.8% | +7.8% | -13.1% |
| YTD | -31.9% | +10.6% | -42.5% | -36.4% |
| 1Y | -37.6% | +27.1% | -64.6% | -44.1% |
| All | -37.6% | +26.3% | -63.8% | -44.1% |
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