+14.7%
RTX vs MTZ
-14.7%
+29.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.4% | +12.7% | -1.9% |
| 7D | +1.3% | -7.4% | +8.7% | +1.8% |
| 30D | +7.6% | -23.6% | +31.3% | +9.0% |
| 3M | -8.6% | -38.3% | +29.7% | -6.8% |
| 6M | +15.6% | -60.6% | +76.2% | +21.3% |
| YTD | +9.4% | -22.9% | +32.3% | -2.3% |
| 1Y | +14.7% | -14.3% | +28.9% | -1.9% |
| All | +14.7% | -14.7% | +29.3% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling