+181.3%
XLE vs MTZ
+729.4%
-548.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.5% |
| 7D | +0.3% | +2.3% | -2.0% | -0.4% |
| 30D | +8.5% | -10.3% | +18.8% | +11.6% |
| 3M | +14.6% | -31.8% | +46.5% | +24.5% |
| 6M | +17.6% | -19.2% | +36.7% | +19.5% |
| YTD | +48.1% | +10.7% | +37.4% | +35.0% |
| 1Y | +53.8% | +37.5% | +16.3% | +29.2% |
| 3Y | +56.2% | +162.4% | -106.1% | -2.2% |
| 5Y | +227.7% | +166.3% | +61.4% | +92.2% |
| 10Y | +181.3% | +753.2% | -571.9% | +3.6% |
| All | +181.3% | +729.4% | -548.1% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling