+111.1%
ROST vs MTZ
+156.0%
-44.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.7% |
| 7D | -2.5% | 0.0% | -2.4% | -2.5% |
| 30D | -10.3% | -14.8% | +4.6% | -8.2% |
| 3M | -2.6% | -30.8% | +28.2% | +1.8% |
| 6M | +6.5% | -22.6% | +29.2% | +8.4% |
| YTD | +25.9% | +6.8% | +19.1% | +20.0% |
| 1Y | +52.3% | +22.1% | +30.2% | +40.8% |
| 3Y | +94.6% | +153.1% | -58.6% | +51.2% |
| 5Y | +111.1% | +161.4% | -50.3% | +52.3% |
| All | +111.1% | +156.0% | -44.9% | +52.3% |
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