-3.8%
MTZ vs EXPD
+40.4%
-44.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +5.0% | +5.5% | -0.5% | +4.3% |
| 30D | -6.0% | -0.8% | -5.2% | -5.6% |
| 3M | -36.1% | +4.1% | -40.3% | -36.0% |
| 6M | -56.9% | +25.7% | -82.5% | -57.1% |
| YTD | -15.9% | +31.4% | -47.3% | -20.7% |
| 1Y | -3.8% | +42.2% | -46.0% | -12.3% |
| All | -3.8% | +40.4% | -44.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling