+225.7%
XLE vs MTZ
+165.9%
+59.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.6% |
| 7D | 0.0% | +3.6% | -3.6% | -0.5% |
| 30D | +12.6% | -9.6% | +22.3% | +14.1% |
| 3M | +11.8% | -31.9% | +43.8% | +16.8% |
| 6M | +16.1% | -13.8% | +29.9% | +15.3% |
| YTD | +46.9% | +13.3% | +33.6% | +38.0% |
| 1Y | +53.3% | +39.3% | +14.0% | +37.5% |
| 3Y | +54.9% | +168.3% | -113.4% | +19.5% |
| 5Y | +225.7% | +166.4% | +59.3% | +140.2% |
| All | +225.7% | +165.9% | +59.8% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling