+753.2%
MTZ vs MXL
+273.2%
+479.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.8% | -4.0% |
| 7D | +2.3% | +19.0% | -16.7% | -2.0% |
| 30D | -10.3% | +4.5% | -14.8% | -11.7% |
| 3M | -31.8% | -1.5% | -30.3% | -33.5% |
| 6M | -19.2% | +348.6% | -367.8% | -52.0% |
| YTD | +10.7% | +310.3% | -299.5% | -33.0% |
| 1Y | +37.5% | +344.7% | -307.2% | -19.5% |
| 3Y | +162.4% | +211.2% | -48.8% | +48.7% |
| 5Y | +166.3% | +34.8% | +131.5% | +78.6% |
| 10Y | +753.2% | +286.5% | +466.6% | +224.4% |
| All | +753.2% | +273.2% | +479.9% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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