+95.0%
MTZ vs XRT
-4.8%
+99.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +5.0% | +1.7% | +3.3% | +4.0% |
| 30D | -6.0% | +7.5% | -13.5% | -11.2% |
| 3M | -36.1% | +2.2% | -38.3% | -37.8% |
| 6M | -56.9% | +14.7% | -71.5% | -61.5% |
| YTD | -15.9% | +7.5% | -23.4% | -21.7% |
| 1Y | -3.8% | +14.1% | -18.0% | -14.2% |
| 3Y | +272.3% | +58.8% | +213.5% | +168.7% |
| All | +95.0% | -4.8% | +99.8% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling