+123.3%
MTZ vs EXE
+155.8%
-32.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.1% |
| 7D | -2.4% | -3.9% | +1.5% | -1.1% |
| 30D | -11.1% | -2.6% | -8.5% | -10.3% |
| 3M | -30.6% | -6.9% | -23.8% | -29.3% |
| 6M | -54.4% | -9.3% | -45.0% | -53.3% |
| YTD | -13.0% | -20.7% | +7.7% | -7.8% |
| 1Y | -5.7% | -21.8% | +16.2% | +0.3% |
| 3Y | +297.2% | +16.2% | +281.0% | +269.7% |
| 5Y | +95.9% | +61.1% | +34.8% | +63.9% |
| All | +123.3% | +155.8% | -32.5% | +56.6% |
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