+184.3%
MTZ vs EXE
+187.5%
-3.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +2.3% | -2.7% | +5.0% | +3.1% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -31.8% | +9.5% | -41.3% | -34.1% |
| 6M | -19.2% | -9.3% | -9.8% | -17.3% |
| YTD | +10.7% | -10.9% | +21.6% | +13.5% |
| 1Y | +37.5% | +4.3% | +33.2% | +32.8% |
| 3Y | +162.4% | +18.8% | +143.5% | +142.7% |
| 5Y | +166.3% | +101.4% | +64.9% | +105.9% |
| All | +184.3% | +187.5% | -3.3% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling