+1,741.5%
MTZ vs MXL
+249.5%
+1,492.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | -11.1% | -7.0% | -4.1% | -10.0% |
| 3M | -36.7% | -33.4% | -3.3% | -32.4% |
| 6M | -21.9% | +260.2% | -282.1% | -50.8% |
| YTD | +9.1% | +260.0% | -250.8% | -31.7% |
| 1Y | +30.0% | +303.5% | -273.5% | -21.9% |
| 3Y | +138.5% | +160.4% | -22.0% | +42.4% |
| 5Y | +158.3% | +14.7% | +143.7% | +79.3% |
| 10Y | +700.8% | +215.6% | +485.2% | +262.8% |
| All | +1,741.5% | +249.5% | +1,492.0% | +586.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling