+40.7%
XLC vs MTZ
+89.4%
-48.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | +3.7% | +5.0% | -1.3% | +3.0% |
| 30D | -1.9% | -6.0% | +4.1% | -1.6% |
| 3M | -3.1% | -36.1% | +33.0% | +2.6% |
| 6M | -6.4% | -56.9% | +50.5% | +4.6% |
| YTD | -6.8% | -15.9% | +9.1% | -9.2% |
| 1Y | -1.7% | -3.8% | +2.1% | -6.9% |
| 3Y | +64.7% | +272.3% | -207.6% | +13.4% |
| All | +40.7% | +89.4% | -48.7% | +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