+398.0%
MTZ vs EXPE
+123.5%
+274.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.2% |
| 30D | -6.0% | -6.1% | +0.1% | -5.7% |
| 3M | -36.1% | -21.3% | -14.8% | -32.7% |
| 6M | -56.9% | +19.0% | -75.9% | -61.2% |
| YTD | -15.9% | -8.4% | -7.5% | -19.2% |
| 1Y | -3.8% | -2.8% | -1.0% | -9.9% |
| 3Y | +272.3% | +120.8% | +151.5% | +141.7% |
| 5Y | +91.1% | +46.2% | +44.9% | +36.6% |
| All | +398.0% | +123.5% | +274.5% | +129.5% |
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