+820.5%
XLB vs MTZ
+1,476.9%
-656.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.7% |
| 7D | -1.4% | -1.6% | +0.2% | -1.1% |
| 30D | -0.4% | -11.1% | +10.7% | +1.4% |
| 3M | +2.0% | -36.7% | +38.7% | +8.7% |
| 6M | +1.8% | -21.9% | +23.8% | +4.4% |
| YTD | +16.6% | +9.1% | +7.5% | +12.6% |
| 1Y | +16.9% | +30.0% | -13.0% | +9.2% |
| 3Y | +32.6% | +138.5% | -105.9% | +8.4% |
| 5Y | +35.6% | +158.3% | -122.7% | +7.5% |
| 10Y | +160.0% | +700.8% | -540.8% | +64.9% |
| All | +820.5% | +1,476.9% | -656.4% | +310.9% |
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