+40.1%
EXC vs MTZ
+88.6%
-48.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | -0.2% |
| 7D | +0.1% | -8.7% | +8.8% | +0.3% |
| 30D | +9.0% | -15.0% | +24.0% | +9.5% |
| 3M | +3.3% | -32.6% | +35.9% | +4.4% |
| 6M | +5.7% | -56.3% | +62.0% | +8.2% |
| YTD | +7.3% | -16.8% | +24.2% | +6.5% |
| 1Y | +2.9% | -10.0% | +13.0% | +1.7% |
| 3Y | +29.3% | +267.1% | -237.8% | +11.2% |
| 5Y | +40.1% | +89.9% | -49.8% | +24.2% |
| All | +40.1% | +88.6% | -48.6% | +24.2% |
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