+492.6%
MTZ vs XME
+294.4%
+198.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.1% | +4.7% |
| 7D | -2.4% | +0.9% | -3.4% | -2.7% |
| 30D | -11.1% | -7.3% | -3.8% | -6.1% |
| 3M | -30.6% | -14.8% | -15.8% | -22.7% |
| 6M | -54.4% | -18.4% | -36.0% | -47.8% |
| YTD | -13.0% | -4.7% | -8.4% | -11.8% |
| 1Y | -5.7% | +5.7% | -11.4% | -11.1% |
| 3Y | +297.2% | +104.0% | +193.2% | +133.9% |
| 5Y | +95.9% | +122.4% | -26.5% | +2.1% |
| 10Y | +492.6% | +285.4% | +207.3% | +81.5% |
| All | +492.6% | +294.4% | +198.3% | +81.5% |
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