-27.0%
RKT vs MTZ
+422.7%
-449.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.9% |
| 7D | -7.2% | 0.0% | -7.2% | -7.3% |
| 30D | -7.9% | -14.8% | +6.9% | -4.5% |
| 3M | +5.2% | -30.8% | +36.0% | +12.6% |
| 6M | -14.9% | -22.6% | +7.7% | -11.6% |
| YTD | -31.9% | +6.8% | -38.7% | -34.7% |
| 1Y | -36.9% | +22.1% | -59.0% | -41.8% |
| 3Y | +35.7% | +153.1% | -117.4% | -3.4% |
| 5Y | -9.7% | +161.4% | -171.1% | -39.5% |
| All | -27.0% | +422.7% | -449.8% | -61.7% |
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