-21.9%
MTZ vs EXPE
+37.3%
-59.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +1.8% |
| 7D | -1.6% | -9.5% | +8.0% | -3.3% |
| 30D | -11.1% | -6.6% | -4.5% | -12.1% |
| 3M | -36.7% | +31.4% | -68.1% | -35.5% |
| 6M | -21.9% | +35.2% | -57.1% | -20.2% |
| All | -21.9% | +37.3% | -59.2% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling