+1,902.7%
XEL vs MTZ
+3,109.1%
-1,206.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.9% | +2.3% | -1.4% | +0.8% |
| 30D | -0.9% | -10.3% | +9.4% | -0.5% |
| 3M | -1.4% | -31.8% | +30.4% | -0.1% |
| 6M | -5.8% | -19.2% | +13.4% | -5.3% |
| YTD | +4.7% | +10.7% | -6.0% | +3.8% |
| 1Y | +9.1% | +37.5% | -28.5% | +7.0% |
| 3Y | +47.8% | +162.4% | -114.5% | +39.7% |
| 5Y | +29.0% | +166.3% | -137.3% | +21.0% |
| 10Y | +154.0% | +753.2% | -599.2% | +122.3% |
| All | +1,902.7% | +3,109.1% | -1,206.3% | +1,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling