+312.1%
ROST vs MTZ
+773.6%
-461.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.5% |
| 7D | +0.2% | +1.4% | -1.1% | -0.2% |
| 30D | -6.9% | -14.5% | +7.6% | -3.6% |
| 3M | -3.3% | -32.9% | +29.6% | +4.3% |
| 6M | +9.0% | -20.8% | +29.9% | +11.8% |
| YTD | +28.9% | +10.6% | +18.3% | +20.2% |
| 1Y | +54.0% | +27.1% | +26.9% | +37.4% |
| 3Y | +100.7% | +166.1% | -65.4% | +37.7% |
| 5Y | +116.0% | +170.7% | -54.6% | +40.8% |
| All | +312.1% | +773.6% | -461.5% | +88.2% |
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