-4.3%
MTZ vs EXEL
+70.6%
-74.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.9% | -2.8% | +15.7% | +13.6% |
| 30D | -8.5% | +18.2% | -26.7% | -11.1% |
| 3M | -30.6% | +37.7% | -68.4% | -35.4% |
| 6M | -55.1% | +42.2% | -97.3% | -58.0% |
| YTD | -13.0% | +61.3% | -74.3% | -21.0% |
| 1Y | -4.3% | +64.5% | -68.8% | -13.7% |
| All | -4.3% | +70.6% | -74.8% | -13.7% |
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