+258.1%
MTZ vs EXEL
+231.1%
+27.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.0% |
| 3M | -32.7% | +33.3% | -66.0% | -35.8% |
| 6M | -59.8% | +42.9% | -102.7% | -62.0% |
| YTD | -19.9% | +58.7% | -78.6% | -25.6% |
| 1Y | -11.5% | +70.5% | -82.0% | -18.6% |
| 3Y | +258.1% | +233.8% | +24.3% | +185.0% |
| All | +258.1% | +231.1% | +27.0% | +185.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling