+69.4%
MTZ vs EXPD
+52.5%
+16.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -3.5% |
| 7D | -10.6% | -4.8% | -5.8% | -8.7% |
| 30D | -30.4% | -1.5% | -28.9% | -29.8% |
| 3M | -40.4% | +4.1% | -44.5% | -41.2% |
| 6M | -63.7% | +24.0% | -87.7% | -66.6% |
| YTD | -26.9% | +27.4% | -54.3% | -34.5% |
| 1Y | -20.2% | +38.4% | -58.5% | -31.0% |
| 3Y | +208.1% | +73.2% | +135.0% | +133.3% |
| 5Y | +69.4% | +59.9% | +9.5% | +22.5% |
| All | +69.4% | +52.5% | +16.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling