-59.8%
MTZ vs EXE
-12.0%
-47.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.4% |
| 7D | -6.4% | -6.6% | +0.1% | -7.3% |
| 30D | -22.1% | -4.0% | -18.1% | -22.2% |
| 3M | -32.7% | -7.5% | -25.2% | -33.6% |
| 6M | -59.8% | -11.7% | -48.2% | -60.9% |
| All | -59.8% | -12.0% | -47.9% | -60.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling