-6.0%
MTZ vs XHB
+1.3%
-7.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.5% |
| 7D | -2.4% | +1.3% | -3.8% | -2.9% |
| 30D | -11.1% | +11.8% | -22.9% | -15.2% |
| 3M | -30.6% | -3.8% | -26.8% | -29.2% |
| 6M | -54.4% | +4.1% | -58.5% | -55.0% |
| YTD | -13.0% | +4.0% | -17.0% | -14.4% |
| All | -6.0% | +1.3% | -7.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling