+398.0%
MTZ vs XRT
+136.4%
+261.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | +5.0% | +1.7% | +3.3% | +3.8% |
| 30D | -6.0% | +7.5% | -13.5% | -12.2% |
| 3M | -36.1% | +2.2% | -38.3% | -38.2% |
| 6M | -56.9% | +14.7% | -71.5% | -62.2% |
| YTD | -15.9% | +7.5% | -23.4% | -22.9% |
| 1Y | -3.8% | +14.1% | -18.0% | -16.0% |
| 3Y | +272.3% | +58.8% | +213.5% | +150.3% |
| 5Y | +91.1% | -3.9% | +95.0% | +86.0% |
| All | +398.0% | +136.4% | +261.7% | +94.2% |
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 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