+105.6%
MTZ vs EXE
+151.8%
-46.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.8% |
| 7D | -6.4% | -6.6% | +0.1% | -4.4% |
| 30D | -22.1% | -4.0% | -18.1% | -21.1% |
| 3M | -32.7% | -7.5% | -25.2% | -31.3% |
| 6M | -59.8% | -11.7% | -48.2% | -58.6% |
| YTD | -19.9% | -22.0% | +2.1% | -14.7% |
| 1Y | -11.5% | -21.8% | +10.3% | -6.0% |
| 3Y | +258.1% | +8.0% | +250.1% | +240.5% |
| 5Y | +85.5% | +62.3% | +23.2% | +54.6% |
| All | +105.6% | +151.8% | -46.1% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling