+95.0%
MTZ vs EXE
+76.7%
+18.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +5.0% | +5.3% | -0.3% | +3.4% |
| 30D | -6.0% | -2.2% | -3.8% | -5.3% |
| 3M | -36.1% | -5.9% | -30.2% | -35.1% |
| 6M | -56.9% | -5.7% | -51.2% | -56.4% |
| YTD | -15.9% | -17.8% | +1.9% | -11.9% |
| 1Y | -3.8% | -23.1% | +19.3% | +2.9% |
| 3Y | +272.3% | +21.2% | +251.1% | +243.5% |
| All | +95.0% | +76.7% | +18.3% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling