+821.1%
XLB vs MTZ
+1,115.2%
-294.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +0.5% | +5.0% | -4.4% | -0.3% |
| 30D | +5.2% | -6.0% | +11.2% | +5.6% |
| 3M | +0.3% | -36.1% | +36.4% | +7.0% |
| 6M | +1.2% | -56.9% | +58.0% | +13.9% |
| YTD | +16.6% | -15.9% | +32.6% | +16.7% |
| 1Y | +21.4% | -3.8% | +25.3% | +18.6% |
| 3Y | +43.2% | +272.3% | -229.0% | +8.2% |
| 5Y | +28.0% | +91.1% | -63.0% | +5.9% |
| 10Y | +164.8% | +426.0% | -261.2% | +78.2% |
| All | +821.1% | +1,115.2% | -294.1% | +325.7% |
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