+156.5%
MTZ vs XHB
+30.5%
+126.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +1.5% |
| 7D | -1.6% | -1.3% | -0.3% | -0.8% |
| 30D | -11.1% | -6.9% | -4.2% | -7.1% |
| 3M | -36.7% | -1.3% | -35.4% | -36.5% |
| 6M | -21.9% | -6.8% | -15.2% | -18.9% |
| YTD | +9.1% | +0.7% | +8.4% | +6.8% |
| 1Y | +30.0% | -11.2% | +41.2% | +38.4% |
| All | +156.5% | +30.5% | +126.0% | +100.3% |
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