+157.9%
MTZ vs EXPD
+61.6%
+96.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -1.6% | -1.1% | -0.4% | -1.2% |
| 30D | -11.1% | +4.1% | -15.2% | -12.3% |
| 3M | -36.7% | +17.9% | -54.6% | -40.5% |
| 6M | -21.9% | +29.2% | -51.2% | -29.5% |
| YTD | +9.1% | +27.4% | -18.2% | -2.0% |
| 1Y | +30.0% | +56.8% | -26.9% | +6.1% |
| 3Y | +138.5% | +68.0% | +70.4% | +84.8% |
| All | +157.9% | +61.6% | +96.3% | +88.1% |
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