+95.0%
MTZ vs EXEL
+281.2%
-186.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | -6.0% | +13.1% | -19.1% | -8.3% |
| 3M | -36.1% | +36.3% | -72.5% | -40.4% |
| 6M | -56.9% | +34.5% | -91.4% | -59.6% |
| YTD | -15.9% | +57.4% | -73.3% | -24.2% |
| 1Y | -3.8% | +62.9% | -66.8% | -14.0% |
| 3Y | +272.3% | +229.5% | +42.7% | +165.2% |
| All | +95.0% | +281.2% | -186.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling