-14.3%
MTZ vs EXPE
+48.9%
-63.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +10.5% | -25.9% | -14.1% |
| 7D | -7.4% | +14.6% | -22.0% | -5.8% |
| 30D | -23.6% | +21.4% | -45.0% | -21.9% |
| 3M | -38.3% | +1.4% | -39.7% | -37.5% |
| 6M | -60.6% | +28.6% | -89.2% | -60.3% |
| YTD | -22.9% | +12.1% | -35.0% | -21.6% |
| 1Y | -14.3% | +50.0% | -64.3% | -15.4% |
| All | -14.3% | +48.9% | -63.2% | -15.4% |
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