+97.8%
MTZ vs MXL
-13.1%
+110.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.4% | -6.8% | +2.2% |
| 7D | +12.9% | +5.5% | +7.4% | +11.1% |
| 30D | -8.5% | -32.6% | +24.1% | -2.1% |
| 3M | -30.6% | -13.1% | -17.5% | -30.2% |
| 6M | -55.1% | -41.4% | -13.7% | -52.5% |
| YTD | -13.0% | +243.9% | -256.9% | -41.3% |
| 1Y | -4.3% | +305.1% | -309.3% | -38.1% |
| 3Y | +284.0% | +260.1% | +24.0% | +127.2% |
| All | +97.8% | -13.1% | +110.9% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling