+272.3%
MTZ vs XHB
+35.8%
+236.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | +5.0% | -0.2% | +5.2% | +5.3% |
| 30D | -6.0% | +9.9% | -15.9% | -12.2% |
| 3M | -36.1% | -6.3% | -29.8% | -34.1% |
| 6M | -56.9% | +3.8% | -60.7% | -58.5% |
| YTD | -15.9% | +0.1% | -16.0% | -18.2% |
| 1Y | -3.8% | -0.8% | -3.0% | -6.0% |
| 3Y | +272.3% | +35.6% | +236.7% | +157.6% |
| All | +272.3% | +35.8% | +236.5% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling