-11.5%
MTZ vs EXEL
+73.7%
-85.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.3% | +8.3% | +9.3% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | -22.1% | +19.0% | -41.1% | -24.2% |
| 3M | -32.7% | +33.3% | -66.0% | -36.6% |
| 6M | -59.8% | +42.9% | -102.7% | -62.3% |
| YTD | -19.9% | +58.7% | -78.6% | -26.6% |
| 1Y | -11.5% | +70.5% | -82.0% | -20.5% |
| All | -11.5% | +73.7% | -85.2% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling