+160.8%
EXC vs MTZ
+729.4%
-568.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.3% |
| 7D | +0.3% | +2.3% | -1.9% | +0.1% |
| 30D | -0.9% | -10.3% | +9.4% | +0.2% |
| 3M | -2.7% | -31.8% | +29.2% | +0.5% |
| 6M | -9.4% | -19.2% | +9.8% | -8.6% |
| YTD | +3.0% | +10.7% | -7.7% | -0.3% |
| 1Y | +5.1% | +37.5% | -32.4% | -1.4% |
| 3Y | +20.6% | +162.4% | -141.8% | -0.3% |
| 5Y | +45.7% | +166.3% | -120.6% | +16.8% |
| 10Y | +160.8% | +753.2% | -592.3% | +73.8% |
| All | +160.8% | +729.4% | -568.5% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling