+418.0%
MTZ vs EXEL
+273.2%
+144.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | +8.4% | -10.0% | -3.3% |
| 30D | -11.1% | +4.1% | -15.2% | -12.0% |
| 3M | -36.7% | +12.4% | -49.1% | -38.4% |
| 6M | -21.9% | +41.5% | -63.5% | -27.9% |
| YTD | +9.1% | +34.6% | -25.5% | +1.7% |
| 1Y | +30.0% | +57.9% | -27.9% | +16.5% |
| 3Y | +138.5% | +159.5% | -21.0% | +86.9% |
| 5Y | +158.3% | +198.5% | -40.1% | +93.6% |
| 10Y | +700.8% | +411.4% | +289.4% | +382.8% |
| All | +418.0% | +273.2% | +144.8% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling