+1,108.7%
MTZ vs XRT
+540.1%
+568.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.3% | -2.9% |
| 7D | -10.6% | +2.3% | -12.9% | -13.2% |
| 30D | -30.4% | +9.8% | -40.2% | -36.6% |
| 3M | -40.4% | -0.2% | -40.2% | -41.5% |
| 6M | -63.7% | +8.4% | -72.0% | -67.1% |
| YTD | -26.9% | +7.5% | -34.4% | -33.5% |
| 1Y | -20.2% | +13.2% | -33.3% | -30.6% |
| 3Y | +208.1% | +52.0% | +156.1% | +108.3% |
| 5Y | +69.4% | -3.2% | +72.5% | +59.9% |
| 10Y | +440.6% | +157.1% | +283.5% | +102.4% |
| All | +1,108.7% | +540.1% | +568.6% | +119.3% |
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