+258.1%
MTZ vs XRT
+49.6%
+208.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.3% | +10.6% |
| 7D | -6.4% | +0.9% | -7.3% | -7.8% |
| 30D | -22.1% | +7.9% | -30.0% | -27.2% |
| 3M | -32.7% | -0.2% | -32.5% | -33.6% |
| 6M | -59.8% | +5.6% | -65.4% | -62.4% |
| YTD | -19.9% | +5.7% | -25.6% | -25.6% |
| 1Y | -11.5% | +14.6% | -26.1% | -23.5% |
| 3Y | +258.1% | +50.7% | +207.4% | +138.7% |
| All | +258.1% | +49.6% | +208.5% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling