+74.8%
MTZ vs XHB
+33.2%
+41.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +10.4% |
| 7D | -6.4% | +1.3% | -7.7% | -7.9% |
| 30D | -22.1% | +7.8% | -29.9% | -26.5% |
| 3M | -32.7% | -5.5% | -27.2% | -31.2% |
| 6M | -59.8% | -2.6% | -57.2% | -59.8% |
| YTD | -19.9% | +0.4% | -20.3% | -22.3% |
| 1Y | -11.5% | -1.0% | -10.5% | -13.4% |
| 3Y | +258.1% | +37.3% | +220.8% | +176.1% |
| All | +74.8% | +33.2% | +41.6% | +28.7% |
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