+30.0%
MTZ vs EXPE
+40.7%
-10.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | -1.6% | -9.5% | +8.0% | -1.9% |
| 30D | -11.1% | -6.6% | -4.5% | -11.3% |
| 3M | -36.7% | +31.4% | -68.1% | -37.4% |
| 6M | -21.9% | +35.2% | -57.1% | -23.2% |
| YTD | +9.1% | +5.8% | +3.3% | +9.2% |
| 1Y | +30.0% | +38.7% | -8.7% | +25.9% |
| All | +30.0% | +40.7% | -10.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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