+168.3%
MTZ vs MXL
+186.9%
-18.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.0% | -2.2% | +2.7% |
| 7D | +3.6% | +15.5% | -11.9% | +0.8% |
| 30D | -9.6% | -11.3% | +1.7% | -7.9% |
| 3M | -31.9% | -16.1% | -15.8% | -31.0% |
| 6M | -13.8% | +323.0% | -336.8% | -40.8% |
| YTD | +13.3% | +281.5% | -268.3% | -20.7% |
| 1Y | +39.3% | +319.3% | -280.0% | -5.5% |
| 3Y | +168.3% | +189.4% | -21.0% | +93.1% |
| All | +168.3% | +186.9% | -18.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling