+37.6%
XLC vs MTZ
+162.0%
-124.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -1.4% | +2.3% | -3.7% | -1.8% |
| 30D | -0.9% | -10.3% | +9.4% | +0.6% |
| 3M | -0.3% | -31.8% | +31.5% | +4.2% |
| 6M | -5.2% | -19.2% | +14.0% | -4.6% |
| YTD | -5.3% | +10.7% | -16.0% | -10.7% |
| 1Y | -2.8% | +37.5% | -40.4% | -12.8% |
| 3Y | +71.2% | +162.4% | -91.1% | +31.6% |
| 5Y | +37.6% | +166.3% | -128.7% | -0.7% |
| All | +37.6% | +162.0% | -124.5% | -0.7% |
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 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