+1,811.6%
MTZ vs EXPE
+710.1%
+1,101.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.3% | -3.7% |
| 7D | -8.7% | -11.2% | +2.5% | -6.4% |
| 30D | -15.0% | -7.5% | -7.5% | -14.3% |
| 3M | -32.6% | -19.1% | -13.5% | -29.8% |
| 6M | -56.3% | +10.7% | -67.1% | -59.4% |
| YTD | -16.8% | -9.9% | -6.9% | -19.4% |
| 1Y | -10.0% | -4.6% | -5.4% | -14.7% |
| 3Y | +267.1% | +116.8% | +150.3% | +153.8% |
| 5Y | +89.9% | +38.6% | +51.3% | +44.3% |
| 10Y | +442.2% | +115.9% | +326.4% | +224.9% |
| All | +1,811.6% | +710.1% | +1,101.5% | +458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling