+444.4%
MTZ vs XRT
+145.8%
+298.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +12.9% | -1.4% | +14.3% | +14.2% |
| 30D | -8.5% | +9.8% | -18.3% | -16.0% |
| 3M | -30.6% | +3.3% | -33.9% | -33.5% |
| 6M | -55.1% | +13.6% | -68.7% | -60.4% |
| YTD | -13.0% | +9.1% | -22.0% | -21.0% |
| 1Y | -4.3% | +15.1% | -19.3% | -16.8% |
| 3Y | +284.0% | +59.9% | +224.1% | +156.7% |
| 5Y | +97.7% | -1.7% | +99.4% | +89.0% |
| 10Y | +444.4% | +141.1% | +303.3% | +107.5% |
| All | +444.4% | +145.8% | +298.6% | +107.5% |
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