+166.4%
MTZ vs XHB
+37.2%
+129.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +5.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.3% |
| 30D | -9.6% | -9.1% | -0.6% | -4.3% |
| 3M | -31.9% | -2.3% | -29.6% | -31.3% |
| 6M | -13.8% | -4.1% | -9.7% | -12.2% |
| YTD | +13.3% | -1.7% | +15.0% | +12.6% |
| 1Y | +39.3% | -15.1% | +54.4% | +52.2% |
| 3Y | +168.3% | +26.8% | +141.5% | +119.4% |
| 5Y | +166.4% | +37.3% | +129.1% | +99.6% |
| All | +166.4% | +37.2% | +129.2% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling