+97.7%
MTZ vs XRT
-1.3%
+98.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +12.9% | -1.4% | +14.3% | +13.9% |
| 30D | -8.5% | +9.8% | -18.3% | -14.7% |
| 3M | -30.6% | +3.3% | -33.9% | -32.9% |
| 6M | -55.1% | +13.6% | -68.7% | -59.6% |
| YTD | -13.0% | +9.1% | -22.0% | -19.7% |
| 1Y | -4.3% | +15.1% | -19.3% | -15.0% |
| 3Y | +284.0% | +59.9% | +224.1% | +176.0% |
| 5Y | +97.7% | -1.7% | +99.4% | +85.3% |
| All | +97.7% | -1.3% | +98.9% | +85.3% |
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