-4.3%
MTZ vs EXE
-21.4%
+17.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.6% |
| 7D | +12.9% | +1.5% | +11.4% | +12.8% |
| 30D | -8.5% | -0.2% | -8.3% | -8.5% |
| 3M | -30.6% | -9.2% | -21.4% | -30.7% |
| 6M | -55.1% | -7.2% | -47.9% | -54.9% |
| YTD | -13.0% | -18.3% | +5.3% | -10.7% |
| 1Y | -4.3% | -23.6% | +19.3% | +2.5% |
| All | -4.3% | -21.4% | +17.1% | +2.5% |
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