+501.4%
MTZ vs XRT
+149.4%
+352.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.3% | +10.8% |
| 7D | -6.4% | +0.9% | -7.3% | -8.0% |
| 30D | -22.1% | +7.9% | -30.0% | -27.7% |
| 3M | -32.7% | -0.2% | -32.5% | -33.9% |
| 6M | -59.8% | +5.6% | -65.4% | -62.6% |
| YTD | -19.9% | +5.7% | -25.6% | -25.7% |
| 1Y | -11.5% | +14.6% | -26.1% | -23.1% |
| 3Y | +258.1% | +50.7% | +207.4% | +149.7% |
| 5Y | +85.5% | -4.8% | +90.4% | +81.3% |
| All | +501.4% | +149.4% | +352.0% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling