+697.8%
MTZ vs EXPD
+315.7%
+382.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -1.6% | -1.1% | -0.4% | -1.0% |
| 30D | -11.1% | +4.1% | -15.2% | -12.9% |
| 3M | -36.7% | +17.9% | -54.6% | -42.3% |
| 6M | -21.9% | +29.2% | -51.2% | -32.8% |
| YTD | +9.1% | +27.4% | -18.2% | -6.8% |
| 1Y | +30.0% | +56.8% | -26.9% | -2.5% |
| 3Y | +138.5% | +68.0% | +70.4% | +66.8% |
| 5Y | +158.3% | +61.9% | +96.5% | +78.5% |
| All | +697.8% | +315.7% | +382.1% | +189.3% |
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