+1,224.0%
MTZ vs XRT
+529.0%
+694.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.3% | +10.9% |
| 7D | -6.4% | +0.9% | -7.3% | -8.2% |
| 30D | -22.1% | +7.9% | -30.0% | -28.1% |
| 3M | -32.7% | -0.2% | -32.5% | -34.0% |
| 6M | -59.8% | +5.6% | -65.4% | -62.8% |
| YTD | -19.9% | +5.7% | -25.6% | -26.2% |
| 1Y | -11.5% | +14.6% | -26.1% | -23.9% |
| 3Y | +258.1% | +50.7% | +207.4% | +143.3% |
| 5Y | +85.5% | -4.8% | +90.4% | +77.4% |
| 10Y | +492.2% | +152.6% | +339.5% | +124.5% |
| All | +1,224.0% | +529.0% | +694.9% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling