-14.3%
MTZ vs XME
+5.2%
-19.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -1.0% | -14.4% | -14.7% |
| 7D | -7.4% | -5.5% | -1.9% | -4.0% |
| 30D | -23.6% | -11.1% | -12.5% | -17.6% |
| 3M | -38.3% | -11.1% | -27.2% | -33.9% |
| 6M | -60.6% | -18.0% | -42.6% | -56.3% |
| YTD | -22.9% | -7.4% | -15.5% | -25.6% |
| 1Y | -14.3% | +6.7% | -20.9% | -26.0% |
| All | -14.3% | +5.2% | -19.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling