+501.4%
MTZ vs EXPD
+304.0%
+197.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +10.7% |
| 7D | -6.4% | -7.2% | +0.7% | -2.5% |
| 30D | -22.1% | -3.3% | -18.8% | -20.6% |
| 3M | -32.7% | +3.4% | -36.1% | -33.8% |
| 6M | -59.8% | +22.7% | -82.5% | -64.2% |
| YTD | -19.9% | +24.5% | -44.4% | -30.8% |
| 1Y | -11.5% | +38.6% | -50.1% | -28.2% |
| 3Y | +258.1% | +71.5% | +186.6% | +146.4% |
| 5Y | +85.5% | +56.2% | +29.3% | +31.8% |
| All | +501.4% | +304.0% | +197.4% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling