-7.2%
MTZ vs XHB
-3.6%
-3.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | +16.5% | -2.4% | +18.9% | +17.4% |
| 30D | -10.2% | +7.1% | -17.3% | -13.1% |
| 3M | -34.2% | -6.0% | -28.2% | -32.5% |
| 6M | -56.0% | +2.1% | -58.0% | -56.4% |
| YTD | -14.8% | -0.6% | -14.2% | -15.0% |
| 1Y | -7.2% | -3.3% | -4.0% | -6.0% |
| All | -7.2% | -3.6% | -3.6% | -6.0% |
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