+30.0%
MTZ vs EXE
+3.1%
+26.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -11.1% | +8.5% | -19.5% | -11.4% |
| 3M | -36.7% | +5.5% | -42.2% | -36.7% |
| 6M | -21.9% | -5.9% | -16.0% | -20.5% |
| YTD | +9.1% | -9.7% | +18.8% | +11.4% |
| 1Y | +30.0% | +3.6% | +26.4% | +32.3% |
| All | +30.0% | +3.1% | +26.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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