+49.9%
XLE vs MTZ
-14.7%
+64.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -15.4% | +10.7% | -5.2% |
| 7D | -7.2% | -7.4% | +0.2% | -7.1% |
| 30D | +0.1% | -23.6% | +23.7% | -0.8% |
| 3M | +9.2% | -38.3% | +47.5% | +7.2% |
| 6M | +8.4% | -60.6% | +69.0% | +4.3% |
| YTD | +44.9% | -22.9% | +67.8% | +42.7% |
| 1Y | +49.9% | -14.3% | +64.1% | +47.5% |
| All | +49.9% | -14.7% | +64.5% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling