+739.9%
MTZ vs EXPE
+155.3%
+584.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.9% | +11.7% | +6.4% |
| 7D | +3.6% | -9.8% | +13.3% | +6.8% |
| 30D | -9.6% | -11.5% | +1.9% | -6.6% |
| 3M | -31.9% | +21.7% | -53.6% | -37.8% |
| 6M | -13.8% | +10.4% | -24.2% | -19.2% |
| YTD | +13.3% | -2.5% | +15.8% | +8.8% |
| 1Y | +39.3% | +27.3% | +11.9% | +19.6% |
| 3Y | +168.3% | +153.5% | +14.8% | +69.4% |
| 5Y | +166.4% | +91.1% | +75.3% | +74.2% |
| 10Y | +739.9% | +153.1% | +586.8% | +302.0% |
| All | +739.9% | +155.3% | +584.6% | +302.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling