+739.9%
MTZ vs EXEL
+380.2%
+359.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.3% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -9.6% | +6.7% | -16.3% | -11.2% |
| 3M | -31.9% | +11.5% | -43.4% | -33.7% |
| 6M | -13.8% | +38.8% | -52.6% | -20.3% |
| YTD | +13.3% | +31.6% | -18.3% | +5.7% |
| 1Y | +39.3% | +53.0% | -13.7% | +25.0% |
| 3Y | +168.3% | +160.8% | +7.5% | +105.6% |
| 5Y | +166.4% | +190.1% | -23.7% | +95.2% |
| 10Y | +739.9% | +367.0% | +373.0% | +408.3% |
| All | +739.9% | +380.2% | +359.7% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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