-14.3%
MTZ vs XRT
+18.0%
-32.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.5% | -20.9% | -15.3% |
| 7D | -7.4% | +8.0% | -15.4% | -7.7% |
| 30D | -23.6% | +13.0% | -36.6% | -24.8% |
| 3M | -38.3% | +1.7% | -40.0% | -37.4% |
| 6M | -60.6% | +12.6% | -73.2% | -61.8% |
| YTD | -22.9% | +10.7% | -33.5% | -25.9% |
| 1Y | -14.3% | +18.4% | -32.7% | -19.2% |
| All | -14.3% | +18.0% | -32.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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