+1,703.7%
MTZ vs XME
+242.3%
+1,461.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | +6.0% | -17.1% | -14.3% |
| 3M | -36.7% | -7.7% | -29.0% | -33.6% |
| 6M | -21.9% | +1.0% | -22.9% | -22.6% |
| YTD | +9.1% | +14.6% | -5.5% | -0.4% |
| 1Y | +30.0% | +46.0% | -16.0% | +2.5% |
| 3Y | +138.5% | +127.0% | +11.4% | +45.8% |
| 5Y | +158.3% | +175.8% | -17.5% | +35.7% |
| 10Y | +700.8% | +414.6% | +286.1% | +187.8% |
| All | +1,703.7% | +242.3% | +1,461.4% | +541.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling