+1,472.8%
MTZ vs XHB
+182.7%
+1,290.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +6.1% |
| 7D | -2.4% | +1.3% | -3.8% | -4.1% |
| 30D | -11.1% | +11.8% | -22.9% | -18.7% |
| 3M | -30.6% | -3.8% | -26.8% | -29.8% |
| 6M | -54.4% | +4.1% | -58.5% | -56.5% |
| YTD | -13.0% | +4.0% | -17.0% | -17.8% |
| 1Y | -5.7% | +1.6% | -7.2% | -9.6% |
| 3Y | +297.2% | +43.2% | +254.0% | +194.3% |
| 5Y | +95.9% | +35.8% | +60.0% | +46.6% |
| 10Y | +492.6% | +259.3% | +233.4% | +134.1% |
| All | +1,472.8% | +182.7% | +1,290.1% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling