+272.3%
MTZ vs EXEL
+230.5%
+41.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | -6.0% | +13.1% | -19.1% | -7.6% |
| 3M | -36.1% | +36.3% | -72.5% | -39.3% |
| 6M | -56.9% | +34.5% | -91.4% | -58.8% |
| YTD | -15.9% | +57.4% | -73.3% | -21.8% |
| 1Y | -3.8% | +62.9% | -66.8% | -11.0% |
| 3Y | +272.3% | +229.5% | +42.7% | +193.9% |
| All | +272.3% | +230.5% | +41.8% | +193.9% |
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