+415.5%
MTZ vs MXL
+181.5%
+234.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.4% | -6.8% | +1.9% |
| 7D | +12.9% | +5.5% | +7.4% | +10.8% |
| 30D | -8.5% | -32.6% | +24.1% | -0.8% |
| 3M | -30.6% | -13.1% | -17.5% | -30.2% |
| 6M | -55.1% | -41.4% | -13.7% | -52.1% |
| YTD | -13.0% | +243.9% | -256.9% | -46.3% |
| 1Y | -4.3% | +305.1% | -309.3% | -43.8% |
| 3Y | +284.0% | +260.1% | +24.0% | +103.3% |
| 5Y | +97.7% | -12.1% | +109.7% | +47.6% |
| All | +415.5% | +181.5% | +234.0% | +111.6% |
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