+39.3%
MTZ vs EXEL
+52.8%
-13.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.2% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -9.6% | +6.7% | -16.3% | -11.0% |
| 3M | -31.9% | +11.5% | -43.4% | -33.1% |
| 6M | -13.8% | +38.8% | -52.6% | -18.1% |
| YTD | +13.3% | +31.6% | -18.3% | +8.4% |
| 1Y | +39.3% | +53.0% | -13.7% | +32.6% |
| All | +39.3% | +52.8% | -13.5% | +32.6% |
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