+14.0%
XLB vs MTZ
+31.7%
-17.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -4.7% | -14.8% | +10.2% | -3.4% |
| 3M | +2.7% | -30.8% | +33.5% | +4.5% |
| 6M | +2.6% | -22.6% | +25.2% | +2.7% |
| YTD | +12.8% | +6.8% | +6.0% | +8.2% |
| 1Y | +14.0% | +22.1% | -8.2% | +7.3% |
| All | +14.0% | +31.7% | -17.7% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling