+70,384.2%
ROST vs MTZ
+3,182.4%
+67,201.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.0% |
| 7D | 0.0% | +3.6% | -3.5% | -0.4% |
| 30D | -10.2% | -9.6% | -0.5% | -9.2% |
| 3M | +1.0% | -31.9% | +33.0% | +4.6% |
| 6M | +8.7% | -13.8% | +22.5% | +9.3% |
| YTD | +27.8% | +13.3% | +14.6% | +24.2% |
| 1Y | +52.7% | +39.3% | +13.4% | +44.3% |
| 3Y | +97.5% | +168.3% | -70.9% | +69.4% |
| 5Y | +111.6% | +166.4% | -54.8% | +79.5% |
| 10Y | +302.2% | +739.9% | -437.7% | +194.9% |
| All | +70,384.2% | +3,182.4% | +67,201.8% | +38,612.4% |
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