+34.0%
XLB vs MTZ
+168.2%
-134.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -3.1% | -14.5% | +11.4% | -0.5% |
| 3M | -0.2% | -32.9% | +32.8% | +6.0% |
| 6M | +3.1% | -20.8% | +23.9% | +5.2% |
| YTD | +13.3% | +10.6% | +2.7% | +7.3% |
| 1Y | +12.0% | +27.1% | -15.0% | +2.5% |
| 3Y | +31.4% | +166.1% | -134.7% | -1.5% |
| All | +34.0% | +168.2% | -134.2% | -6.0% |
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