+1,348.4%
MTZ vs XHB
+172.9%
+1,175.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +10.6% |
| 7D | -6.4% | +1.3% | -7.7% | -8.1% |
| 30D | -22.1% | +7.8% | -29.9% | -27.0% |
| 3M | -32.7% | -5.5% | -27.2% | -31.1% |
| 6M | -59.8% | -2.6% | -57.2% | -59.9% |
| YTD | -19.9% | +0.4% | -20.3% | -22.6% |
| 1Y | -11.5% | -1.0% | -10.5% | -13.8% |
| 3Y | +258.1% | +37.3% | +220.8% | +172.9% |
| 5Y | +85.5% | +33.7% | +51.8% | +40.0% |
| 10Y | +492.2% | +256.9% | +235.3% | +135.1% |
| All | +1,348.4% | +172.9% | +1,175.6% | +488.7% |
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 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