+445.8%
MTZ vs XME
+273.8%
+171.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.4% | +6.2% | +7.2% |
| 7D | -6.4% | -4.5% | -2.0% | -3.2% |
| 30D | -22.1% | -10.9% | -11.2% | -15.5% |
| 3M | -32.7% | -15.3% | -17.4% | -24.8% |
| 6M | -59.8% | -24.6% | -35.2% | -51.4% |
| YTD | -19.9% | -9.6% | -10.3% | -15.8% |
| 1Y | -11.5% | +2.9% | -14.4% | -15.1% |
| 3Y | +258.1% | +86.9% | +171.2% | +123.6% |
| 5Y | +85.5% | +115.2% | -29.6% | -1.2% |
| All | +445.8% | +273.8% | +171.9% | +73.3% |
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