+112.0%
ROST vs MTZ
+89.4%
+22.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | +0.3% | +5.0% | -4.7% | -0.4% |
| 30D | +0.5% | -6.0% | +6.5% | +0.8% |
| 3M | -5.2% | -36.1% | +30.9% | +0.4% |
| 6M | +9.8% | -56.9% | +66.7% | +22.9% |
| YTD | +29.4% | -15.9% | +45.3% | +26.8% |
| 1Y | +44.4% | -3.8% | +48.2% | +37.7% |
| 3Y | +95.0% | +272.3% | -177.3% | +36.2% |
| All | +112.0% | +89.4% | +22.5% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling