+19.9%
XBI vs MTZ
+168.2%
-148.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.3% |
| 7D | -4.6% | +1.4% | -6.0% | -5.0% |
| 30D | -2.0% | -14.5% | +12.5% | +1.6% |
| 3M | +17.8% | -32.9% | +50.7% | +28.3% |
| 6M | +23.7% | -20.8% | +44.6% | +28.3% |
| YTD | +28.2% | +10.6% | +17.6% | +21.1% |
| 1Y | +64.0% | +27.1% | +36.9% | +48.4% |
| 3Y | +99.4% | +166.1% | -66.7% | +39.5% |
| All | +19.9% | +168.2% | -148.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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