+10,266.7%
RTX vs MTZ
+3,062.5%
+7,204.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -5.2% | -1.6% | -3.6% | -5.0% |
| 30D | -9.4% | -11.1% | +1.7% | -8.2% |
| 3M | +12.3% | -36.7% | +49.0% | +17.5% |
| 6M | -3.1% | -21.9% | +18.8% | -1.5% |
| YTD | +10.7% | +9.1% | +1.6% | +7.8% |
| 1Y | +28.4% | +30.0% | -1.5% | +22.2% |
| 3Y | +147.1% | +138.5% | +8.6% | +113.3% |
| 5Y | +167.2% | +158.3% | +8.9% | +124.8% |
| 10Y | +274.7% | +700.8% | -426.1% | +170.3% |
| All | +10,266.7% | +3,062.5% | +7,204.2% | +5,646.9% |
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 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