+753.2%
MTZ vs XME
+412.4%
+340.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +2.3% | -0.2% | +2.5% | +2.5% |
| 30D | -10.3% | +1.4% | -11.7% | -11.4% |
| 3M | -31.8% | +2.7% | -34.6% | -33.0% |
| 6M | -19.2% | +6.5% | -25.7% | -23.2% |
| YTD | +10.7% | +15.2% | -4.5% | -1.5% |
| 1Y | +37.5% | +43.5% | -6.0% | +4.1% |
| 3Y | +162.4% | +135.9% | +26.5% | +39.6% |
| 5Y | +166.3% | +181.5% | -15.1% | +17.4% |
| 10Y | +753.2% | +436.9% | +316.3% | +106.2% |
| All | +753.2% | +412.4% | +340.8% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling