+54.9%
XLE vs MTZ
+165.0%
-110.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.8% |
| 7D | 0.0% | +3.6% | -3.6% | -0.3% |
| 30D | +12.6% | -9.6% | +22.3% | +13.4% |
| 3M | +11.8% | -31.9% | +43.8% | +14.7% |
| 6M | +16.1% | -13.8% | +29.9% | +15.0% |
| YTD | +46.9% | +13.3% | +33.6% | +40.0% |
| 1Y | +53.3% | +39.3% | +14.0% | +41.3% |
| 3Y | +54.9% | +168.3% | -113.4% | +32.4% |
| All | +54.9% | +165.0% | -110.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling