+42.4%
XLE vs MTZ
-4.6%
+47.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.9% |
| 7D | -0.2% | +12.9% | -13.1% | 0.0% |
| 30D | -4.0% | -8.5% | +4.5% | -4.4% |
| 3M | +4.6% | -30.6% | +35.2% | +2.9% |
| 6M | +12.3% | -55.1% | +67.4% | +8.3% |
| YTD | +44.5% | -13.0% | +57.5% | +42.2% |
| 1Y | +42.4% | -4.3% | +46.7% | +39.0% |
| All | +42.4% | -4.6% | +47.0% | +39.0% |
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 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