+142.5%
XLC vs MTZ
+350.1%
-207.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -0.8% | -1.6% | +0.7% | -0.6% |
| 30D | +1.0% | -11.1% | +12.1% | +3.0% |
| 3M | -0.7% | -36.7% | +36.0% | +6.5% |
| 6M | -5.1% | -21.9% | +16.8% | -3.3% |
| YTD | -4.3% | +9.1% | -13.4% | -9.5% |
| 1Y | -0.6% | +30.0% | -30.5% | -10.1% |
| 3Y | +72.7% | +138.5% | -65.8% | +31.7% |
| 5Y | +38.0% | +158.3% | -120.4% | -0.2% |
| All | +142.5% | +350.1% | -207.6% | +34.8% |
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